It depends on each student's situation I guess. But under Part 141 one can potentially get an FAA commercial cert for much fewer hours than a converted TCCA commercial license.
E.g., it's possible to get an FAA commercial with just 190 hours total, but to get one through Canadian conversion you must have logged 250 total hours (same as Part 61). That 60 hour difference (+/- depending on the student) pays for a ME rating/checkride many times over.
Plus generally speaking, flight training in the US can be much cheaper than in Canada (maybe unless the CAD continues to plunge), so I think one is unlikely to save any money by doing a CPL course in Canada and then converting back to an FAA license.