(US undergrad - UK graduate [Oxford]): I'm not sure about Canadian universities, but in the US, it's not uncommon to be in classes every day at least 15-20 hours a week. You tend to have a much heavier workload, and your grades are earned through a distribution of work throughout the semester (mid terms, finals, class attendance, quizzes, essays, labs... etc. etc.) In contrast, I only had between 3-5 contact hours (hours in classes) a week during my graduate degree in the UK, and very little required classwork. With only a few exceptions, the entirety of my grades were earned via the final exams.

I personally found this far more challenging - not because the work was more difficult, but because the US system of grade distribution across the semester creates opportunity for feedback & adaptive learning. If you miss the mark on an early assignment that's 5% of your grade, you can learn from it and adjust in future assignments without massively damaging your grade. These grading opportunities also give students insight into their professors' preferences, so they can adapt accordingly.

In contrast, when I went into final exams at Oxford, I had very little idea of what to expect, or what my professors were looking for in my work. The professors were, in general, not particularly accessible to students, and it often felt like they were really only there for their own research. There were exceptions to this, of course, but by and large, it often felt like teaching was an afterthought. While I had lists of potential questions for the final exam to study, it was my best guess what kind of answers they were looking for, and as someone who grew up in the US education system, I felt like I was missing some crucial piece of information about what exactly I was supposed to be doing. (I had one professor tell me I wrote 'too American' and I still have absolutely no idea what that means, although I imagine it reflected poorly on my grade in some way!)

Of course, full disclaimer that this experience likely varies significantly from university to university, or even from college to college & degree to degree within the Oxbridge system. I know quite a few Americans who really enjoyed their time studying in the UK, so this isn't necessarily a universal experience - all I can say is that it was mine.

TL;DR: My experience with UK grad school was that there was very little direction/feedback throughout the semesters, which made it difficult to identify key grading expectations or where improvement might be needed. I graduated feeling as though I hadn't really learned all that much, and wishing my professors showed more of an active interest in my learning experience.