Immigration is permanent residence. You can move somewhere not permanently, like on a temporary work visa - that is an expat.

Generally an expat from the US does not renounce their US citizenship despite the tax implications due to the need/desire to return home. The US is one of the few countries that will tax a US citizen anywhere in the world, which I think leads to the increased use of the word expat.

Another reason expat applies generally is because US/UK/Canada have a lot of treaty agreements with other countries, so a Canadian citizenship will essentially allow you into many countries more easily than those coming from a third world country. People from third world countries have to go through a more intensive visa process for temporary residence.