Canada is a country of immigrants. The EU has none of this. In many Europeans' minds, to be European=be a white person whose ancestors have lived there since the days of the Western Roman Empire or something.You can see this with the guest worker policies that are the roots of the current issues today where no effort was made to make them European culturally, because 'they can never be truly European' according to those in power. Europe was very ethnically homogenous until recent decades. Canada emphasizes the idea in it's immigration policy that anyone can be a Canadian and everyone needs to make an effort towards it, natives and immigrants included in fostering a sense of positive, civic national pride. Far-right parties in Europe love to bang the drum of 'ethnic national pride' as opposed to the Canadian version which emphasizes civics over everything else. Far-right Europeans tend to have the idea that 'white people must be the overwhelming majority, all others are merely tolerated as long as they don't become too noticeable', and that 'racial diversity works against having a national identity'. The Danish People's Party openly says 'Denmark is not a country of immigration. Denmark must be for the Danes'. And many people there love that message. And you get UKIP etc. who say 'immigration destroys our cohesive society'.
Yep, the national identity in European countries is still being overwhelmingly questioned by ones ethnicity, even if you are a fully-fledged citizen.