FWIW, Canada and the US are closer than even Britian in many ways. Canadian military are even with us in our most secure and sensitive locations, such a Cheyanne Mountain... and are a part of our global thermonuclear war decision making and policy. The trade, economy, even enterainment humor and culture are closer to us than that of Britain.
Compare Canada and Mexico? Get real. As a nation, Mexico is not even stable and can't even provide safe drinking water to its citizens.
While Mexico is an Ally and a fine nation, it is still pretty much a mooch, as far as nations go. And their military capability and expertise is laughable to the max. I can't ever recall even seeing a Mexican officer. For that matter, does Mexico have a military, LOL?
As for trade, Mexico is pretty much a liability as a trading partner. But America will continue to keep Mexico under its wing and one day maybe Mexico will pick itself up by its bootstraps.
I have served with Canadians in two wars, and at least five humanitarian operations, and they were not just a token presence for PC gain. They actually pulled their weight and then some. Where was Mexico? Probably extorting money from drug lords while ensuring safe delivery of drugs to the US and Canada.
Anyway, there is no comparison between Mexico and Canada, as far as Importance and Alliance with the US.
Between Canada or Mexico? If not Canada, don't bother even giving me Mexico in a crunch, LOL.