It's not uncommon for Canadians to pack stadiums for "one-off" soccer games, like the 40,000 in Vancouver who came out to see Beckham in an exhibition game; or the over 30,000 in Edmonton for a girl's international soccer game a few years back; the 60,000 in Montreal or the over 40,000 in Toronto for the recent international soccer game.
The attendance for MLS games is another matter. TFC's fanbase has been slowly eroding each season, they no longer sellout their 20,000-seat stadium. The Whitecaps in Vancouver saw a drop in season's tickets sales this season after drawing about 17,000 for most games last year (which was one of the MLS' top attendances.)
In the U.S. the MLS outlook is pretty bleak once you get by the Seattle Sounders and their surprising fan support. With an announced crowd of 7,700 for a recent Whitecaps vs Chivas game in the U.S (the actual crowd looked closer to 77), the attendance for most U.S. teams has been very soft for many years.
MLS TV ratings in the U.S. are a disaster. Some games on Fox are drawing a 0/0 share (which is assigned the minimum 58,000 rating) while national MLS games on ESPN are lucky to draw 200,000 viewers. The MLS ratings are generally very soft in Canada also, with the CBC for example, drawing only 40,000 viewers for an TFC game which was going up against an European soccer game...before they dropped the MLS.
Should the CFL be worried? Not really. The biggest drawback to the MLS is their season largely overlaps the CFL. But I don't think the fan-bases overlap very much. You could probably hold a CFL game and MLS game at the same time in the same city and pack both stadiums (ok, maybe not in Toronto, what a great football town!)