I totally agree. They may not have planned to return to Canada for the foreseeable future, which would've made them vulnerable, being foreign nationals. I think clues such as Jane Doe's jewelry from New Mexico and the unshaven legs are indicative of them having been on the road for quite some time, having a bit of an adventure before their funds ran out and they would've had to face cold, hard reality. They may have indeed had access to shower facilities and proper lodging, as they were described as clean/not disheveled, but that bit about being unshaven makes me think that they were traveling rather light and didn't see packing a razor as a priority.
Also, you think about two twenty-somethings in a foreign country, "cut off," as it were, and having traveled for months on end throughout the U.S... It's a pretty precarious situation.
These prodigals (esp. Jacques if we buy the story of him being "disowned") may have been coming down to the last few hundred dollars in their name, and were perhaps becoming a tad too trusting of some who may not have had their best interests at heart, in their desperation. Jacques, low on funds, may have resorted to illegal activity to get money for him and his girlfriend. Got mixed up with the wrong people, who then probably stole his bike and likely destroyed his wallet, and thus his license and all credit cards, etc. Anything which would've provided investigators with an identity. Jane Doe's pocketbook also likely destroyed by fire. I bet the guy with the firearm burned everything right on his property or somewhere deep in the woods... Those things are most likely long gone...