if deliver baby in canada, would that affect my chance of future immigration?

[Leon]

The assertion that Canada screens immigrants and visitors at entry, and that if a visitor gives birth in Canada it therefore must be with Canada's approval, seems questionable. Leon, for one, thinks that Canada tries to bar entry to obviously-pregnant mothers to prevent Canada births by mothers not resident in Canada.

I do not know that for sure but I would not be surprised. Maybe visa exempt visitors do not have to worry about that so much but I have definitely heard women who were about to apply for a visa talk about the possibility of being refused when visibly pregnant, applying before they start showing etc.

A baby born in Canada is equally Canadian whether the parents are screened immigrants, temporary workers, international students, visitors or illegals. The only exception is if the parents are diplomats or UN or similar.