I'm a big believer in American capitalism also, but if we were ever in some kind of official union with the US we would have to confront & change some things such as food safety
There would be some obvious changes to the way our local governments were structured/operated, some good & some bad - but one of the biggest changes would be the subtle domestic things we'd be faced with changing for them to be accepted
For example - the quality of food in American supermarkets is overall a lesser quality than Canadian supermarkets.
We've all seen videos of people who bought fruit that turns out to be...odd.
The recent banning of certain food dyes in foods is a step in the right direction, as is banning putting fluoride in the water.
Or supplement companies that have 2 manufacturing lines for the same product - One for the American consumer, and one for the Canadian consumer (the American product including ingredients that are banned in Canada)
As much as I like the freedoms that would come from having the Constitution as our general legal framework, being able to elect our judges, being allowed to elect our senators (if we still had a senate) - I do NOT trust the relationship that exists between corporations & governments.
Some things would have to be addressed before I could really jump on board.