I kinda was assuming that was where they were staying during the "transition stage" of them living in the UK vs another country. It could probably be seen as a "neutral" land as Canada is apart of Commonwell while the United States isn't.

Plus like, u/schefmeister said, Meghan, has ties to Canada as she lived there for quite a few years while filming Suits and has some good friends in Canada.

But I think there might be a big chance they moved to LA for 1) Meghan grew up in LA and her mom is in the area. 2) California or New York are the "places to be" if you are planning to start a foundation or large business. 3) As there are a lot of high profile people who live in the LA area, it might actually be safer as celebrities generally very high/good protection.