Can you imagine the US or Canada celebrating like this and posing for a team photo for a bronze as if they just won the Stanley Cup?
I can't.
It's just a different mentality.
It's only different because Canada is always considered a contender (if not favourite) for Gold in hockey so winning bronze would be considered underachieving.
If the Canadian Soccer team ever played and won the 3rd place game in the World Cup (like that will ever happen, but just imagine...), you would see celebrations like they'd just won the Stanley Cup. Actually come to think of it, the women's soccer team did pretty much exactly that in the last Olympics.
You see plenty of Canadians celebrating bronzes in the Winter Olympics. There's nothing inherently different about "Canadians' mentality" it's just that the bar is set higher in hockey.