There are so many different measurements of "income" in Canada, so anyone can go around and pull out a number that proves their point or disproves someone elses'. Just off the top of my head, for income statistics you can get: individual income, income by census family type, and household income. Then on the metric, you can get average, median, and percentiles. Then for the data source, you can look at labour force survey, census, or tax filer income.
So basically there are a million ways you could compare income across Canada, but general trends should hold across most data.
People aren't wrong when they say Regina and Saskatoon have higher incomes than Winnipeg. Here is a comparison for tax filer income for 2019:
Link.
But at the end of the day, Winnipeg has roughly 2.5 times more tax filers than Saskatoon, and 3.3 times more tax filers than Regina, so we have a much larger and more diverse population and labour force to draw upon.
Winnipeg does struggle with keeping up with it's Canadian peers in terms of income as many of the high paying jobs exist in larger cities, or cities in energy-centric economies. But that's not to say high income jobs don't exist here, they certainly do. We just have a lot of jobs on the lower-end of the pay scale, along with a lot of vulnerable and poorly-treated individuals in our inner city who haven't had the same advantages of the average person historically that tend to drag down our average incomes.