Canada is far less religious than the US isn't it? And it didn't have the slavery history, or racial history, that the US does, which has had such a profound effect, and still does, on American culture and politics.
The religious explanation can be thrown out (i.e. at the start of the twentieth century socialist politics had not trouble at all establishing itself in some regions with a profoundly religious dominant culture) and while Canada did not have
those issues, it had some pretty significant ones of its own. Which have traditionally been brought up whenever the weakness of socialist/labour politics in Canada is contrasted with Britain/Australia/NZ.