It's a good question, but there is a reason. If there is an AC link between two different systems, they essentially become one system and they have to stay synchronized with each other. This results in all kinds of complications for the grid operators. Generator outages or power surges in one area affect the other area. The frequency in both areas must remain the same or else you instantly damage all kinds of expensive rotating equipment. If two (unconnected) areas nominally operate at 60 Hz, they still vary slightly from that frequency all the time -- it would be quite common to see one at 59.98 Hz and the other at 60.02 Hz and then the reverse ten minutes later. If you join those up, the laws of physics dictate they become synchronized. If you keep them apart with DC lines, it is much easier to "schedule" how much power flows, and when, without worrying as much about what's going on in the other grid at that microsecond. This is probably why Canada uses them -- you pump through massive amounts of electricity when the dams are generating, and none at all when they aren't, and keeping those small northern grids synchronized to the Toronto grid (or wherever) is more trouble than it's worth when nothing is happening up there.
On the other hand, there are advantages to linking up by AC, since a larger grid has more inertia and more generators that can pick up the slack when one generator goes out. The US has three major AC grids which are quite large and interconnected only with small amounts of DC - the East, the West, and dang ol' Texas. The East and West might never be joined up, due to the vast distances and expense involved. Texas might never be joined up because we still consider ourselves an independent occupied nation and don't want to over-commit to a long-term relationship with the USA. :-)