Can someone explain why in the USA, an ad for a drug that lists side effects, can be followed by an ad for a lawyer suing if you have those side effects??

Capitalism.

Money

Can someone also please explain why I see those commercials here in Canada?

No we can’t.

Moderation seems to be the key to organising a society. A place where everyone has total freedom is just as hellish as a place where there is no freedom. The US seems to lean towards the first possibility.