Most of this thread is about Canadian citizens working or studying on visas. The OP is a citizen of a VWP country, who (presumably) entered the US as a tourist. For that group the I-94 is obsolescent - ESTA is mandatory, and is supposed to supersede the I-94 at some (ever receding) future point.

If the OP had ESTA, and flew LGA-YUL, then the DHS is aware s/he left the country. It's definitely a good idea to deal with the I-94, but I don't believe it will be difficult to resolve the issue, and there's no reason to panic about it.

FWIW, I'm a Canada-based EU citizen, and I've often left the US with the I-94 in my passport - they're very bad about taking it on the US side, and it happens all the time. Occasionally I've even had to insist they take it. When I have forgotten to deal with it I've always been able to sort it out with the CBSA on arrival, or with the agent the next time I check-in for an international flight.