I thought the media's been saying Canadian millennials live at home?
https://www12.statcan.gc.ca/census-r...1003_3-eng.cfm
Andy6 is right: people moved between borders more easily in the 19th century. Some of my American ancestors originally were Canadians; some of my Canadian ancestors were originally American. But no one really considered themselves American until recently: just look at census data. You were Italian, German, Polish, Yankee, Southerner first. (The original Canadians were from Quebec; then Upper and Lower Canadian became a thing.)
Probably Canada's equivalent to the Spanish Americans are the French Canadians. Imagine more of them lived in the ROC. Texas and Quebec have kind of similar histories of being indigenous first, Spanish/French second then war giving it to the Scots/Irish/German/English; now swinging in favour of the Spanish/French and new immigration. (Texas like Quebec would love to be its own country.)