Would probably be easier vs the other way around (live in Canada and work in USA). Canada doesn't seems to care whatsoever where PRs actually live, as long as you maintain the 2-out-of-5 years in Canada rule.
After you get PR though, will you continue to live in USA with your sponsor, or your sponsor will live in Canada? If you have conditional PR you need to cohabit with sponsor for 2 years from landing, so would only be allowed 1 home for the both of you.
Also one condition of getting PR if sponsor lives in USA, is the sponsor has proven they will move to Canada.