america to canada and canada to america
 

hi all , my friends need your help, here is their case any suggestions and advise will be appriciated:
my friends came here on F-1 and after completion of 2 semesters someone told them that why dont you go to canada and apply for assylum and be nationalized and then come back here, they were stupid they went to canada and apply assylum and now they came to know that they are waisting their time, recently when they contacted me i told them that its better for them to complete their degree first here and then do what ever they want. NOW THE QUESTION is that can they just come to america cuz i think they may face problem at american border. but all of them still have valid F-1 visa on their passport.