Europe benefits because the teams / fans are in such proximity. They get together and party. TBH, it looks like a LOT of fun. That, of course, is not the case in Canada or the U.S.
The tournament is also too long for North American audiences. It's hard to get motivated when the U.S.'s / Canada's first week opponents include Transylvania, Antarctica and the Congo. Who wants to tune into a 12-0 blowout?
Canadians will support the tournament to a lesser degree because, well, it's hockey and we know when to jump on board - LATE in week 2 - and only IF Canada is doing well. Still, for the most part, Canadians don't care.
In summary : It's just not worth it financially to have the tournament in N.A.. It would cost a fortune to fly over / house all the European players and there is no payoff.