Of course it does! You have to prove why you chose Canada, why not US? You have to show the comparison with other schools why it is better in CA and not US,AU, UK. And so on..
As the engineer who spends time reading reports I hate reading a report with fluff. In my opinion, any sort of report or letter should be straight to the point and as close to the subject as possible. With that being said, there is no reason to compare Canadian schools with the US ones or Australian ones. I stated why I chose Canada and that is sufficient enough. I don't have time or desire to research through 1000s of schools in the USA or Australia and try to compare my choice to schools in another countries.
In addition, all of the "comparison points" end up being the same for everyone. "Great professors, state-of-the-art research, fantastic student-to-professors ratio, friendly environment"... It didn't add anything to my file and therefore, I didn't find the reason to do it.