This was one of the key points in the video. Their source is a TD Economics report, which in turn references a report from The Institute for Canadian Citizensihp:

The Institute for Canadian Citizenship’s Leaky Bucket 2025 report shows that onward migration is highest among immigrants with doctoral degrees, strong earnings potential, and experience in management, ICT, engineering, and science based occupations. Within five years of entering Canada, highly educated immigrants are more than twice as likely to leave as lower skilled immigrants.

https://economics.td.com/ca-silent-brain-drain