Payroll is a huge headache. I worked at a California-based company that hired a Canadian, and I think they spent more money sorting out all the legal/financial issues than they paid him.
The thread is about remote workers, not immigrants. He's talking about a Canadian who continues to work remotely in Canada, not a Canadian who's moved to work in the United States.
Of course it does. If you pay someone when they reside in the United States, you don't have to deal with the Canada Revenue Agency or any of the provincial and local authorities at all. Instead, you deal with the same federal, state, and local authorities in the United States that you're already dealing with. Navigating bureaucracy is hard, and navigating additional unfamiliar bureaucracies is harder.
Because of NAFTA, the US and Canada share a ton of workers.