This comparison actually undermines the argument. Mexico's constitution allows non-citizens to participate in peaceful protests generally - it only restricts participation in 'political affairs of the country' specifically (Article 9)[1]. So even Mexico, with significantly weaker democratic institutions, is more permissive than the scenario being described. Canada, meanwhile, guarantees peaceful assembly for everyone (Charter Section 2(c))[2]. The premise that other democracies would automatically deport protesters simply doesn't hold up.
[1] https://www.constitucionpolitica.mx/titulo-1-garantias-indiv...
[2] https://laws-lois.justice.gc.ca/eng/Const/page-12.html under article 2(c)