I was born in Africa and I'm a French citizen. When I had my country of birth listed in my passport, I was systematically being subject to more controls, questions, etc. Even though I'm of european descent.
When France stopped displaying country of birth (now it's only the city on most European passports), everything suddenly stopped. I never had any question about my country of birth and the city is not indicative at all. So I'd perfectly understand why someone wouldn't like to display the country of birth, it's not a matter of pride or shame, it's just more practical, and I'll request it if granted Canadian citizenship.