It makes sense historically, Garry.
The reason Canada exists is three-fold mainly.
1- The colonies needed a natural trading mechanism in order to ensure a better economy. Joining in one country seemed a good way to start to trade between themselves.
2- The USA was a military threat. They were less likely to attempt an invasion if the North American Colonies were unified.
3- England didn't want the expense of defending the colonies against the US, they therefore encouraged them to join as one single country with its own military forces.
That's about it. For the rest, each colony had their own interests, their own values, and had no intentions of letting somebody else decide upon their own affairs. That state of mind got carried over through history, and that's why we have today 3 parties in Ottawa, elected by 3 different regions: the Alliance (Western Canada), the Liberal (Ontario), and the Bloc (Quebec). Canada is realy more a Union of Provinces than an actual country.