It's definitely not impossible, I'm merely saying that there are issues.
What happens if you're based out of Toronto, take Thanksgiving as a holiday on October 11th, then head down to the US in November. Do you get to take Thanksgiving holiday a second time? Do you need a work permit? What if you're moving there for an extended period - do you get paid in USD? Is the wage change made based on the current exchange rate or fluctuate with pay periods? If it does change once, who determines when that change occurs and when you move back how does it change back?
The company my better half works for does it to their advantage, so after 3 months they must switch to being paid in the local currency, the company chooses the date the wage change occurs, and upon moving back it gets changed at the current exchange rates. That means they could end up with a pay cut but the company prohibits pay raises being obtained this way... bullshit but that's corporate for you.