I had a study permit at first. I renewed my permit, got a work permit, renewed my foreign passport and extended my work permit, got PR and got citizenship, getting visas to match my work and study permits, over a period of 10 years, without ever having to leave Canada. So my experience is that in Canada you never have to leave but in the US you do.

My classmates who had gone to the US for PhD programs, even those who were fortunate enough to get multiple entry visas, had visas that allowed re-entry for only the first two years of the PhD program. After that, if they wanted to leave the US, say for a conference or to visit family, they would have had to apply for a visa from abroad and hope to be granted one. In Canada, I could apply for the visa and get it while in Canada. Even comparing like with like, the American system seems bizarre to me, looking at it from a Canadian lens.