Honestly, it’s a natural thing for people to get afraid of the dark not minding the nationality to which they belong or whether the person is from Canada. What scares most people about is the uncertainty that always accompany the darkness and the unknown of might happen. You don't know what may happen to you in the next minute, you don't know if you are about to hit your head against the wall, you don't even know if you are about to be assault sexually by evil minded people.
One solid reason which general for everyone regardless of whatever country you are from is the unknown that might in the dark. And this is case with Canadians. Staying in darkness alone also has some implications. Another reason is that there are many negative things people say about people who like staying in darkness and people would not want to be attached with evils