This is correct but not complete.
It is asking for ANY immigration status, including status as a student or temporary worker.
For most this is probably a short list, as short as listing country of birth and citizenship there. But for many this could indeed be a fairly lengthy list.
This item combines what were multiple items in the previous form. It seems confusing but that may be due to it being different from the earlier forms.
What is particularly odd about this item is that it has a "yes" or "no" check box, considering that it seems virtually if not actually impossible for a "no" response to be applicable to anyone applying for citizenship. That is, how could a person be a Canadian PR, which all applicants must be, without having lived in some other country with some sort of immigration or citizenship status?