For the sake of discussion, we have plenty of myths and, if you include the First Nations, some go back thousand of years spanning multiple cultures. 

There is also a big difference between English speaking Canada which has few made-in-Canada myths and is relatively diversified (Scots, Irish, English, First Nations, Germans, Chinese, Koreans, Indians, Ukrainians, Dutch etc...) and French speaking Canada that has a strong cultural tradition going back to the 16th Century. Furthermore, the US is an intensely nationalistic and isolationist nation compared to Canada. This nationalism is reinforced even before the education process begins. Perhaps the only place in Canada that compares to this is Quebec and some parts of New Brunswick.  

I suspect this is the case because a substantial majority of english speaking Canadians are descended from nations other than just Britain and, to some degree, have kept some, if not most, of their ancestral traditions i.e. the so called cultural mosaic.