And US and Canadian airports for the most part do not have transit areas such as with airports in the EU. Everyone goes through customs and immigration because one is then dumped into the country and has to enter the main terminals. In theory you could just walk out of the airport and get in a cab after landing in either country.

A few airports have one-stop and through baggage to slightly facilitate easier transit- for example at Houston-IAH if you are flying United from say LHR-IAH-MEX your checked bags do not have to be picked up at IAH and cleared via customs. A few other airports now have that feature, but other than that slight convenience you have to have ESTA, eTA, or visa for both the US and CAN and do the full work-up.