Hmm, becoming Canadian just to enter the USA seems like a difficult and roundabout way of going about it....
I'm reading Daniel's page and it seems to me that a number of commenters here are confusing his intent, which is "visiting", not "immigration". I've noticed that in the US, people tend to use the word "immigrate" for anyone trying to get into the country, whereas the word immigrate has a much more specific meaning. Technically, to "immigrate" means to apply for permanent residency -- i.e. to stay in a country indefinitely, and to live and work here. That is decidedly NOT what he's trying to do.
(I guess it's fair since most people don't have actual experience with immigration, so the term is a little fuzzy.)
Daniel is trying to "visit" the US temporarily and leave after. The long and the short of it seems to be:
1) Daniel is citizen of Sweden.
2) Under US law, citizens of Sweden qualify for the Visa-Waiver-Program (VWP), which means they do not require a visa to visit the U.S. for tourism, business or transit.
3) A few years ago, the US (and other countries, including Canada) introduced an additional requirement as a security measure: electronic pre-authorization or ESTA in case of the US [1] (which incidentally is NOT a visa). This means citizens of countries (in the VWP) who could previously enter the US with nothing but a passport, now had to apply for an ESTA online (which takes anywhere between 3 seconds to 3 days to get approved). Again the ESTA is not a visa -- only a pre-auth. Citizens of these countries still do not require a visa to enter the U.S.
4) Daniel has applied for ESTAs many times, and was approved many times before, but the last time he applied, he was denied.
5) When a VWP citizen is denied an ESTA and still wishes to visit the US, they have the option of applying for a regular visitor visa the old-fashioned way, at a US consulate/embassy. This is a lengthier and more bureaucratic process -- which presumably involves more thorough vetting.
6) Daniel still hasn't received his visitor visa.
(Side note: the only 2 countries whose citizens have "visa-free" access to the U.S. are Canada and Bermuda [2]. Citizens of these countries do not require ESTAs).
[1] https://en.wikipedia.org/wiki/Electronic_System_for_Travel_A...
[2] https://travel.state.gov/content/travel/en/us-visas/tourism-...