While you essentially have the US approval you need, you need to go through similar background checks with Canada as well to get Nexus. That's why GE doesn't get Nexus, but Nexus gets GE.

I find Nexus worth it traveling to Canada ~ once per month. It's also half the price of GE. If you're only going to Canada once, might not be worth it. Note you'll need to do an interview/iris scan at a Nexus office - which are all in Canada and a few US border towns.