Gurkha's first of all getting canadian PR is a backup. It will work as plan B and save you from frustration. lets say you got canadian PR and didnt get job there in that case you can go back to nepal and come back again when the economy is good. you'll have option to do back and forth without worrying about status. Other than that once you get the canadian citizenship you  dont need amrican visa to enter U.SA. Its just like Nepal and India no visa required (I am still not sure about this).

once you have the PR than you are legal permanent canadian resident you can do business there and offcourse brave Gurkhas with U.S university knowledge and experience can do a lotta things there. despite all these things you can still continue your h1, GC or whatever struggle you are doing here in usa. the choice to go canada or not will be totally on you once you get canadian PR