Most MLB players are Conservative leaning but regardless of political association or vax status, a lot of American and Latin American ballplayers probably prefer playing in the US after seeing the tight restrictions in Canada over the past year. Regular lockdowns, mandates, fear mongering everyday by the mainstream media & government up here doesn't make it a very enticing place to play, let alone dealing with the cold weather and higher taxes. Like you said, I'm sure many other players have the same concerns whether vaxxed or not.
It's a lot easier playing for a US based team and only maybe crossing the border once or twice a year to play in Toronto versus crossing the border multiple times throughout a season. Factor in the environment in the US versus the environment here in Canada during the pandemic, most athletes would prefer playing in the States and I don't blame them. Long term who knows the consequences these vax mandates have on the Blue Jays targeting free agents or players in trades. Even which high school or college players to target in the June draft! The Jays already had to overpay to bring talent north of the border and I'm sure all these developments over the last year didn't make things easier.