Immigrants to Canada can, after living here for four years as a permanent resident, opt to become naturalized Canadian citizens. Most immigrants opt for naturalization - but some cling to their original citizenship, even after living in this country for thirty, forty, fifty or more years.
The graph below shows the proportion of immigrants choosing to become naturalized Canadians by place of birth and length of time in Canada.
Becoming a citizen has both costs and benefits.
On the cost side: the potential immigrant must pass a test, pay a "right of citizenship" fee and a processing fee, swear allegiance to the Queen, and possibly forfeit citizenship in their country of birth.
On the benefit side: the right to travel on a Canadian passport, to vote, and the right to remain in Canada if you have committed a crime. Citizens are also given preference for government [i.e. federal public service] jobs.
People born in the US, Northern or Western Europe might not bother applying for Canadian citizenship because the benefits are relatively lower. They are able to travel to the US and elsewhere easily on their existing passports, so there is relatively little additional benefit to holding a Canadian passport. If they are arrested for drunk driving and faced with deportation - well, there are worse things in the world than being deported to Italy.
The relatively lower naturalization rate among people born in US, Germany or India can be explained by cost factors. These countries make it hard to hold dual nationality. The risk of losing citizenship in one's country of birth, and thus the right to return to live in that country, is a significant cost of obtaining Canadian citizenship (on dual citizenship in the US, see here, for India, here).
So it's all just a matter of economics - isn't it?