I guess if going in the UK gets tough the royals could move somewhere else to reign. Sigismund was king of Sweden and Poland, though he couldn't maintain both. Maybe we'd need some drama with usurpers and uncles and so on to keep the populace entertained. Without the civil war part...

Oh, Canada wouldn't actually welcome a local monarch. Ceremonial across a sea... sure, why not. A King moving to our shores, nope.