Actually it's probably because of Wayne and Shuster (yea I saw the news last night

).Wayne and Shuster were a great Canadian comedy duo who got their start in 1941.They were pioneers in sketch comedy who appeared regularly on Ed Sullivan and they mentored Lorne Michaels(a Canadian and the creator/executive producer of SNL).
Sketch comedy(short skit character based comedy) is very popular in Canada and is also very easy for non-comedians to emulate. This is the primary reason why, IMO, many Canadians are comedians, it's part of our culture.