More likely for climate/weather (as noted above), employment (as noted above), or just because there's some particular piece of Canadian bullsh!t they don't want or need to tolerate anymore (eg. limitations on ownership and use of firearms).
Expression of religion in public spaces isn't turning the US into a "theocracy". "Red" states are essentially very free, particularly compared to such "Blue" bastions as CA and NY, and there are plenty that aren't FL or TX for those for whom those two states are particular bugbears. Frankly, FL and TX (and all of the other southeastern/southern coastal states) are just too damn humid in the summer months.