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.
People forget just how strong the religious left was in North America during 1900-1950. Think child labor.
True. The Social Gospel is really just the predecessor of the modern social justice movement. It's just that now, the rights the social justice types are fighting for (LGBT, feminism, aborrion rights, etc.) run counter to mainstream Biblical Christianity, whereas in the past, movements like civil rights had strong scriptural support.