Minnesotans have more in common with our neighbor to the North than we do with many other states.
Although often stereotyped as a "blue" or liberal state, Minnesota's liberalism is of a distinctly different character than that of the East and West Coasts, and has more in common with what in Canada is referred to as "Red Toryism".
Similarly, Minnesota conservatives have historically been similarly idiosyncratic. We don't want to be like the Deep South, Texas, or the mountain West, even if the national GOP is run by people with those sorts of values. We don't like Donald Trump's nativism and xenophobia. Nor do we agree with Ted Cruz's fanaticism (most of us are Christians, but we aren't HIS type of Christians).
That's why, if Trump or Cruz win, we would like the option of joining Canada.