A lot of people = aka Comedians, People from the left and right coasts of the United States, friends, etc., etc. I don't even know where to begin. Why do they claim Canada as depressing? The only thing I've been able to get out of them are the perceptions "that nothing goes on there", "it's dull", "boring", "mostly unintresting," and "lifeless with a bunch forests to hike through"...which is all kind of similar to most of Colorado in my view.
As someone who been all across cananda a few summers ago there is quite a bit to do over there and far from boring just my perception though.