That's like saying southern europeans are not european.
No it’s not like that at all, there’s no continent called “Southern Europe”.
Canada is in the american continent.
No it’s not. It’s in the North American continent. Canada uses the 7 continent model, which includes the North American and South American continents.
In Canada there is no continent just called “America”. So a Canadian calling themselves “American” makes no sense. They would either be Canadian referring to their country of origin, or North American referring to their continent of origin.
This is why the treaty that historically allowed free trade between Canada, the US, and Mexico was called NAFTA, or North American Free Trade Agreement, and not AFTA.