Ill try to answer this as I think it's a fairly simple answer, but I'm not an expert in North America.

There was no colonial US or colonial Canada, there was simply a network of colonies in the area - there were many individual colonies which includes the original 13 colonies which went on to form the United States, as well as colonies in the Carribbean and what is now Canada.

There was no concept of the US until the 13 states joined together in the Revolutionary War in 1775, and there was no Canada until the Canadian Confederation was formed in 1867.

The question then becomes "Why didn't the Canadian Colonies join the American Revolution?" - this has been answered here by u/pfeifits