In his book Halifax: Warden of the North, Thomas Randall explains this well.

The American Revolution is known as the struggle of the Thirteen Colonies for their independence. But in fact, Britain had 15 colonies in North America on 1776, of which only 13 rebelled.

Quebec (modern day Quebec, Labrador and Ontario) did not join sympathize at all with the rebellion for various reasons mostly around fear of losing Catholic rights.

Nova Scotia colony (modern day Nova Scotia plus New Brunswick and Prince Edward Island) was much more complicated.

Many people had close business and family ties with the Thirteen Colonies, particularly the Boston area, and there was immense popular sympathy with the revolutionary cause.

However, Halifax, the capital of Nova Scotia, was the primary military base in North America for Britain. It was fortified and well garrisoned. Would-be revolutionaries from Nova Scotia wrote to George Washington at the start of the Revolution asking him to send them the cannons and other arms that they would need to rise up successfully. Washington declined, explaining that he did not have the weapons to spare but promising that he would march on and liberate Nova Scotia as soon as he could.

However, his plans were foiled from another source. The revolutionaries relied on privateers to disrupt British activity by sea. Since Nova Scotia did not join the revolution many privateers viewed it as a Loyalist territory that was open game, and began raiding coastal communities through Nova Scotia.

Very quickly the pro-revolutionary population came to be outraged at the actions of the rebels and came to accept that in fact only Britain could protect them from being preyed on by American Revolutionaries; the population swung firmly to the Loyalist cause, raising militias and privateers locally to fight for Britain. By the time Washington was in a superior military position and potentially march on Nova Scotia, it was clear that the colony was truly in the Loyalist camp.