The citizenship application is not asking about "immigrant visas" it is asking about "immigration status", which is quite different.
An "immigrant visa" issued by the United States does not provide one with "immigration status" in the United States; it only grants one the right to present oneself at a U.S. Port of Entry where one may apply for "immigration status" and entry into the United States, subject to the approval of a Customs and Border Patrol (CBP) agent. The CBP agent possesses the authority to grant or deny "immigration status". Only once the CBP agent approves, is the visa holder granted the "immigration status" of "LPR" (Legal Permanent Resident).
"Immigration status" is a legal term which refers to an alien's status in a country. The United States has many "immigration statuses", like "Legal Permanent Resident", "Non Citizen National", "Asylum Claimant", "TN Worker (NAFTA)", "Fiance(e) Visa Holder". These are all "immigration statuses" -- not to be confused with "immigrant visas."
"Immigrant visa" and "immigration status" are completely different terms in U.S. and Canadian law