Because the Loyalists were getting tortured by the Patroits, they ran away. They ran away to Quebec and Nova Scotia.
Many Loyalists came the Nova Scotia. The Loyalists in Nova Scotia didn't wish to live with the others, they wanted to keep their own identity and live with their own people. The British promised them free land and supplies. Most got what they needed, some didn't.
The Loyalists that ran to Quebec, also felt the same way. They got their own colony near the St.Lawrence river.