Players always want to maximize the earnings they get out of their contracts.
You just have to hope that factors such as "I already own a home here" and "there's no state income tax" and "I enjoy playing golf year-round" and yes, "I won't have to deal with Canadian media" count for enough that you can make the contract a good value for the team.
RE: Canada specifically, unless you're a patriotic Canadian who just loves Canada, or you are going to play for your hometown team or something, I can't fathom why anyone would go play in Canada if the contract offers are even close.
Who the f*** wants to deal with that shit?