I have no idea of the individual thought processes of the persons now claiming refugee status here in Canada.  Each will have his/her own reasons and that will be part of their hearing to determine the "well-foundedness" of the claim for persecution.  

The claim will be against the home countryof the not the USA(unless a claimant had been granted legal protection or status in the USA) given the Convention Refugee definition incorporated into Canadian law at s. 96 of Immigration and Refugee Protection Act from international conventions.

However international and Canadian law set out by our Federal Courts is clear that not making a claim in a third country does not make a claimant ineligible to make a claim in Canada.  There is no provision in the Convention that obliges refugee claimants to seek asylum in the first country or even subsequent country or countries reached.

See Mendez v. M.C.I. (F.C., no. IMM-1837-04) 2005 FC 75 and Menjivar v. M.C.I. (F.C., no. IMM-9660-04) 2006 FC 11