There’s commuting, commerce, and all the like (last time I checked, the Detroit-Windsor bridge crossing was one of the busiest border checkpoints in the US). The problem comes mostly with the separate countries and how they tax revenue in cross-border advertising. There are some unique aspects to the Detroit-Windsor market as well.
Used to be, back in the day, there was a significant advantage to US stations broadcasting to a Canadian audience...primarily regulatory (even in its heyday the FCC was still a way easier beast to tame than what’s now the CTRC), but also tax and expense revenue.
For the situation regarding Windsor-Detroit, there are two things that have contributed to the unique situation where Canadian stations are players in a major US market: Geography (you can broadcast from Canada and still have as good of, or better, of a signal than your US counterparts) and the overall prosperity of the market. Detroit used to be a major metro in the US — even after the city of Detroit was generally vacated in the 80s-90s, the suburbs still prospered.
In the 2000’s, Windsor started getting more FM and TV stations shoehorned in to that fairly narrow peninsula (negating some of the need to listen to, or advertise on, Detroit stations). The metro of Detroit suffered greatly in the 2008 recession which dried up a lot of suburban ad money on the larger, US side of the market. The much smaller Windsor side in Canada has done fairly well considering its location.
Combine the the situations mentioned above, and you have a situation where in reality, Detroit and Windsor stations don’t bother to acknowledge the audience on the other side (save for PBS and major breaking news) because financially they don’t need to. The Windsor stations are content catering to Ontario these days.