Why wasn't this shot in Minnesota?

As a Minnesota resident, it was kind of jarring to watch this show because of all the little things that weren't right about the locations and a bunch of geographical errors -- Duluth and Bemidji are hours away not a quick drive, a cop in Eden Valley is unlikely to interact with a city cop from St. Cloud let alone be able to spend much time dealing with a guy from Eden Prairie. Plus many of the locations just felt off, like they didn't feel like Minnesota (or Fargo for that matter).

I just kept wondering why they chose Calgary as the filming location when they could have actually come to Minnesota. The Twin Cities metro area is 2-3x as big as Calgary and would have probably had more film support locally (technicians, facilities, etc). I also think Calgary's relative remoteness wouldn't have made the shoot any easier than Minnesota, which has a Delta hub and easy access to LA/NYC.

I figure actually filming in Minnesota would have made for less work in the prop department (no need to make fake Minnesota signs, or nearly as many) and made the camerawork and cinematography simpler, too, since they wouldn't need to worry about hiding visual evidence they weren't in Minnesota.

I know Canada is meant to be cheaper than the US, but really, was the savings that great?