Yes, some companies do it by choice, but part of that reason could be that its actually a faster route to go south through the U.S. than to go around the great lakes (for example, when going from Toronto to Vancouver). And given the speed limits and quality of roads, a trucker can make up any time lost by going through customs. (If you use google maps, a route from Toronto to Vancouver takes 1 day 16 hours if you go through the U.S., but if you stick to Canadian roads your travel time increases to over 2 days.)
A trip between (lets say) Halifax and Toronto is different. The fastest route actually sticks to Canada. According to Google maps, the most direct route goes through Quebec and takes 18 hours. If a trucker wanted to avoid Quebec, it would increase the travel time to over 19 hours.
Gas prices are another factor, of course, being (IIRC) substantially cheaper in most of the US, although that can change with the whim of the taxing authority.
But the central point is that no matter how much the customs delay (and cost of filling out the relevant transshipment forms) are, there's no way they can be reduced below the current delay and cost of ZERO.