The Canaries are somewhat farther away from the USA than the Caribbean. There are so many places to go in the Carib that I'd imagine they siphon oiff most of the possible market. Also the Caribbean is warmer than the Canaries in the winter - especially the water temp.
West Coast USA tends to go to Mexico or Hawaii in the winter. Getting from the West Coast USA to the Lesser Antilles is a major undertaking, often requiring an overnight layover. The Canaries would be even harder.