Well, just as every country in the world wants to export stuff (clothes, commodities, manufactured goods, all the junk available on aliexpress) to the states and other rich countries, so do the cartels and criminal gangs in poor counties. They export to wherever they can make maximum profits. With respect to Cocaine, coca plants need rain forests, so one is left with Colombia, Peru, etc. Opium poppy is grown in Asia; Mexicans started poppy plantations in Sinaloa, they can make heroine.

Mexico is completely avoided when cocaine is sent to Europe from South America. Albanian mafia, Italians, and others use ships to transport cocaine from South America to ports in Europe. Mexican cartels are hardly involved in this. Same logic: why export to UK and other wealthy EU countries? More profit. If they were to sell cocaine to Iranians or Nigerians, they aren't going to make much money. Nigerians are also involved in Cocaine smuggling, because Nigeria is a transit point for some cocaine shipments from South America to Europe. Nigerian gangs get paid commission in cocaine for their help in transiting cocaine through their ports, so Nigerians sell the cocaine they obtain as helpers. That's why Nigerians use mules to send cocaine to India and other countries.

If Mexico were richer than Canada/USA, yes, people would be exporting drugs to Mexico.

A few things: climate. Canada has a small growing season and can't grow the plant to make coke.

Canada is a first world country with a social safety net. The risk/reward to crime doesn't make as much sense

Canadian's culturally inherited laws and culturally attitudes from Britain. Canadians are more fearful and morally against breaking small rules.

Canada's population is too small to produce the qualities needed

The US/Canadian police work together.

Thousands of Mexicans are coming to the US daily for a better life. Canadians have the same standard of life the average American.

Canadians are Americans. Most Canadians can look on their family tree and see relatives that came from America.

I'm guessing the climate has a lot to do with it, plus the huge amount of land you need to cultivate enough coca to produce cocaine (Canada having historically a stabler rule of law than Bolivia or Peru), plus the availability of extremely cheap (or, effectively, slave) labor for the cultivation.

If this begs the question "why is Canada more stable than Columbia, Peru, or Bolivia", apart from the fact that those are developing countries, it's worth remembering that the United States was aggressively and violently intervening in their politics into the middle of the 20th century. The same can't be said of The Maple Leaf States.