The Quebecois didn't want to be in America. That's why they didn't join when they had the chance in the Revolution.
That's probably more due to apathy then anything else. Why trade in one Protestant English Warlord for another? Again, this is were the whole Chaos Theory/Butterfly effect comes in to play. If we look at Revolution Era America, a large percentage of people wanted to stay in the British Empire, and it was through a combination of Luck and politics that their land became part of a new nation. In any case, it's probably vey likely that the British Empire would of kept at least Georgia or South Carolina in other TLs.
The Canadians have had their share of problems, but least among them is a lack of national identity. If anything, they've had more of one than the Mexicans have. They didn't have to give up or sell whole parts of their country to another nation.
I thought a lack of a solid Identity was one of Canada's biggest problems due to it's short history, and the large degree of freedom it's Provinces have had over the years.
As for the Mexican part, well...that's probably one of the most offensive things you can say to a Mexican. Honestly, it isn't hard to imagine that the Average Mexican Citizen is probaby more patriotic then the Average American.
As with China, Germany, etc, having your nation's land "stolen" by a foreign power doesn't weaken National Identity. If anything, it makes it stronger. From what I've observed, the hatred for the Mexican Cession and the Gadsen Purchase in Mexico has done much to strengthen the Mexican Identity and give it's people a stronger sense of unity then either the Canadians or Americans.