It affects them because we are the #1 nation in the world. The most powerful. The highest standard of living. Their foreign policy affects us, too.
Wait..does Canada have a foreign policy? Why no, I don't believe they do. They don't need to, they have the US to protect them. Just like they have the US to supplement their crappy health system and bolster their crappy economy.
So gee, I guess they do have a vested interest in the US.
And they do give a flip about our domestic policy. It comes out every time one of them is stupid enough to open his or her mouth about how "racist" we are, and how we should adopt a lovely health care system such as their own wildly successful one.