Answer:
They felt it was their duty as a part of the British Empire.
During the British empire, how did Canadians feel connected to Britain?
Well, for starters, many Americans who disapproved of the American Revolution fled to Canada and had no ties to the country to their south.
Second, the Americans invaded Canada on false pretenses in 1812; yeah, they lost the war and burned down the White House, but their behavior for the little time they were there was appalling, destroying entire townships. It is difficult to forget that. It should be mentioned that the British and Canadians behaved far more honorably when they drove the invaders back into the United States, only burning federal buildings.
Third, they had excellent connections and relationships with Britain, as they have ever since, and the Royal Navy made crossing the Atlantic relatively safe.
Thank you,
Eddie