Do we know they won't?
They have had multiple studios in the UK for the past couple of years, until now notorious for it's awful tax breaks, whereas there is some ridiculous tax benefits over in Canada. Something like 20% isn't it?
To be fair, nothing is impossible. It wouldn't be the first time a man moved his family across the globe for a job opportunity.
It's always baffled me why Sony haven't invested in any developments studios in Canada. I'm not entirely sure what their tax benefits are, but yeah I've heard they're pretty damn good.
Sony aren't really into creating new studios these days, if they were to expand their development arms to Canada it would probably be through acquisition of another studio. They've also said that they only bring in studios with which they have had a healthy relationship with and have worked with in the past, such as Sucker Punch. This is why a lot of people assume they'll be acquiring Quantic Dream any day now.
I can't think of any independent Canadian studios that Sony have worked with previously on an exclusive basis.
Edit: Actually, DrinkBox studios is an example of one, but I doubt Sony are even thinking of acquiring those guys.