As best as I can tell, IRC501c6 was amended at the time of the AFL-NFL merger (1966) to include "professional football leagues" due to concerns about the merger being challenged under the Clayton Anti-trust Act (or the Federal Trade Commissions Act). No other league has this status. And, IMHO, it is pretty shady by today's political standards. I'd have to think some congressman trying to make a name for himself would write a bill to challenge this exemption if a team moves to Canada (although they might well do so even if that doesn't happen).
...and if we moved to Canada we'd have to start drafting guys with names like Gord and Stu!