I see no citations in the video description and I’m not too interested in listening to their argument if they can’t provide those citations up front.

Yeah, I agree that this is annoying, but, to be fair to the video, there are citiations within the video itself in the bottom right corner. I have no proof if they are provided for every claim, however.

The only measure they seem to be appealing to in order to support their claim that “no one wants to live in Canada” is that Canada has lowered in happiness index.

Aha, I would be very hesitant to justify clickbait, but, that being said, did the creator refer to that thesis within the video itself (I'm not disagreeing with you, necessarily — I could simply have missed something in the video)? One other claim that may be in line with that thesis is at 12:38 when they mention that, each year, Canada loses 0.7% (in the video, they misquote this figure as 7%, but, to be fair, the document that they were citing wrote the value as ".7%" which, arguably, could be easily misread) of its population to brain drain.