I have a good way to explain it to them. Imagine if a powerful neighbour, much more powerful than the U.S., repeatedly threatened to take away your 2nd amendment rights, as well as all of your unique American rights and privileges that you enjoy under your constitution. Not only that, but this powerful neighbour then began an economic war against your whole country, putting thousands of jobs at risk and threatening the stability of your whole economy. An unstable ruler who has cuddled up to world dictators and is threatening all of his allies.
Would you honestly want to vacation in the country that is putting your own country at risk and is looking to take away everything you hold dear, including likely your right to vote? Yeah, like Trump would let annexed Canadians vote.. We're not dumb. We'd be a territory that's "not ready to vote" or some crock he pulls out of his behind right after annexing us.
Would you want to spend money in this enemy's lands, contributing to their economy? Would you want to buy their products? Hell no! Screw that place, you'd hope that it burns to the ground and leaves the U.S. alone.
That's how Canadians feel about this. We'd lose our universal healthcare, and all of the unique Canadian rights, freedoms, and priviledges that previous generations had fought so hard for. We'd be joining a country that has a life expectacy SEVEN years lower on average for males than what we enjoy in Canada. We'd be joining a country where over 60% of the population is unable to read beyond a 6th grade level. We'd be joining a country where an anti-vaxxer conspiracy theorist nut is the secretary of health. We'd be joining a country that spends the most per capita on healthcare than any other industralized country on the planet and has so very little to show for it and where citizens commonly go bankrupt after needing medical care. We'd be joining a country where post secondary education is crazy expensive and graduates end up with tens or over a hundred thousand in debt after they've graduated. We'd be joining a country without a mandated federal vacation time minimum and where worker rights and protections are so incredibly poor. We'd be joining a country where school shootings are so common they don't even make the news anymore. We'd be joining a country that's still so incredibly segregated and divided along racial lines. We'd be joining a country where students have an overall poor ranking in math and science when compared to other western countries. We'd be joining a country that has an incredibly spotty international record in terms of CIA coup attempts in many countries around the planet, including democratic ones, not to mention all the war crimes that have gone unpunished over the years. We'd be joining a country 30-40% of which believes that humans and dinosaurs existed at the same time. The list goes on and on.
Why would we want this? There are countries across the Atlantic that share a lot more of our values, that we can try to get closer to in terms of our economy and geopolitical alignment.