A quick glance at the maps suggests to me that getting thru the Rocky Mountains in Canada will entail a considerable amount of mileage as the road meanders quite a lot to find valleys to use to get past the mountains. Much more additional mileage than just the legs going north to get to Canada and come back south again.
I've driven the Montana to Seattle stretch several times. There are pretty good sized towns (100,000 or so) every 2 hrs along the way. And once in Montana the scenery is pretty nice if you like mountains (I can't address the Dakotas but I doubt the parallel stretch of Canada is much different).
EDIT- MM covered this: There is also the question of border crossings. If your car is full up since you're moving, either or both border crossings risk extra special time-consuming scrutiny. You'll also need a passport to get back into the US.
Oh, and your story of going to Canada to avoid driving desolate roads will NOT ring true to the border guys. They look for things that seem fishy. This would be one of those.
Finally, you're leaving Chicago and you're afraid of places that don't have people (good, bad or otherwise)????
Can't address about Canadian roads. I let my passport expire.....