How are Canada and the U.S the farthest apart but the closest geography and (on the surface) culturally?
Another thing is, while Americans and (English) Canadians are 90% the same culturally, there are a few big differences that result in different voting patterns.
I think religiosity is an enormous part of political differences between Canada and the US. Evangelical Protestantism is rare up here, while it is a major driver of conservative politics down south. Many Americans wear their faith on their sleeves to a genuinely creepy extent by Canadian standards.
Canadians are also a lot less chauvinistic. Don't get me wrong, we're patriotic too, but it manifests differently in Canada because we're not exactly a superpower but share a continent with one. The US is the economic, cultural, and military powerhouse of the world, and this lends itself to a "we're number 1" kind of right-wing nationalism. This obviously doesn't exist in Canada - instead there's a more Scandinavian cultural identity of "we're a pretty small and culturally insignificant country, but we have it good and like to keep things polite and peaceful" which lends itself to a preference for progressive politics.
I think there are a couple other factors that are underrated and haven't been mentioned yet but need to be in order to fully explain how progressive Canada is.
First of all, while being very culturally similar to the US, Canada is far more urbanized than the US. Hence, the left has a natural advantage it doesn't have in the US.
And second of all, it's just really, really hard to build a winning coalition for the Conservative Party in Canada, because for the Conservatives to win, there are 3 groups that they almost always need to win: Western populists, the Ontario business community, and Quebec nationalists.
To get all 3 "pillars" to support the conservative party at the same time is really tough, as the Conservatives appealing to one may alienate the others, given how different their interests are.
The last conservative to win all 3 groups was Mulroney, and I think the only Conservative Party leader in modern history who's managed to win without doing well with all 3 groups was Stephen Harper (who did not do well in Quebec in 2006 and 2008 iirc).