Toronto and any other Canadian market really isn't that hard a place to play. Sure you get more media attention and your performances may be analyzed more and there are more fans that boo you if you play poorly, but that's about it. Outside of a few idiots like those that leak personal info about players or whatnot, Leafs fans just boo you, complain about your poor performance online and that's about it. If you want to see how crazy fans can get, just see how soccer fans behave when their teams are playing.
As I said in another post in a different thread I think complaining about media attention and 'too much pressure' are largely just excuses to not want to play in Canada because many athletes prefer to play in the US where taxes are often lower, quality of life is better, weather is often better, don't have to deal with border stuff etc.
I mean yeah if you win the cup in Toronto you'll be remembered as a legend forever in this city, but in day to day living is Toronto or any other Canadian city really that great? If you're rich and especially if you're a young, rich athlete why choose to live in Canada when there are many better places in the US to live in? Its the same reason why the Raptors have never been able to attract a huge free agent star to their team in its entire history. Same with the Jays and the same with the Leafs despite playing well these days. Everytime July 1st that rolls around, how often do you ever see the best free agents sign with a Canadian team? Very rarely and I don't think that's a coincidence.