Your Roku account most likely isn't associated with Canada. Did you create it while you were in Canada and while not connected to a VPN? The only way to fix such a problem is to abandon/close the current Roku account, create a new one, factory reset your Roku device, and link it to the new account. You should clear your browser cookies, use a different browser, use a different device, or use a private/incognito browser window when creating the new account to ensure no information saved by your browser can interfere with the create of the new account.
How to close your Roku® account | Official Roku Support
How do I factory reset my Roku® streaming device? | Official Roku Support
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