Like i said, different teams have different reasons for being able to draw free agents in droves, and sign them to reasonable contracts. The Rangers and Bruins have an "original six" allure, combined with obviously desirable locations. The California teams have sunshine and that hip happening "scene" going for them. There are also teams that have state tax implications as a major financial draw. But there are a handful of US teams that have other aspects that combine to perennially put them on players' list of preferred destinations.
The Canadian teams all offer the worst of the tax situations, generally some of the worst climate features, and the biggest drawing feature they offer is essentially, "it's a hockey mad market". Which can be exciting for some players, having an engaged passionate fanbase...but by and large it's a double-edged sword that more often cuts the other way. Few players want to make less money, drag their family to a winterland, just to deal with insane pressure and obnoxious fans prying into every detail of their lives.
There are absolutely numbers that demonstrate the tax differences in earnings. But it's often not even really about that specifically. I'm talking about an unofficial "tax". A premium that Canadian teams typically have to pay to bring in players and keep them. There's the occasional "coming home" story, but by and large...the Canadian teams just don't tend to have swaths of players demanding that they be traded to/sign with/etc a specific Canadian team, the same way teams like New York and Boston do, or the California or Florida teams. The proof of that is in the way it repeatedly happens, if you pay attention. Mountains of evidence that this is the case.