Downtown Toronto isn't what it was. It's become an ugly concrete jungle filled with high rise condos and tent cities. Plus awful weather for a good 6+ months of the year. Not sure living in a penthouse near the Rogers Centre is that appealing. Unless he buys a property in the Bridal Path or Forest Hill.
As well, crossing the border every time the team comes back from a road trip. I know it's not like regular people crossing Canadian or US Customs at the airport, but still, it's time and a process. Whereas if he plays in the US, doesn't have to worry about that.
In LA, he could buy himself an oceanfront house in Malibu or somewhere in Beverly Hills and have his privacy. He has nice weather all year round. As well, if he wanted to beat the LA traffic, sure he could easily charter a private Heli to Dodgers Stadium everyday lol.