Yes, the exchange rate is a bit of a pain, but at the current exchange rate there are still some offsets. On our return from the US last spring, I filled up with diesel at home and did the cost comparison factoring in the exchange rate, diesel in the US was still cheaper.
We also find that lower food prices in the US generally offset the exchange loss.
Yes, other stuff is more expensive, but even RV campsite costs are more favourable, I'm sitting in an RV park here in Canada at $40CDN/night, that would be $28US for a comparable US park with full services if I looked around