I can assure you that for 90% of the immigrants, if they, for whatever reason, couldn't make it to Canada they will look for another immigration country. Once you come and establish a life here it is a different story. Some immigrants fool themselves by pretending that they were born to become Canadians and nothing else, this is just bull*censored word*. Just like some prefer to think of themselves as Vancouverian or Torontonian by nature.
For most (normal) people, immigration to a first world country is their primary objective and then comes the selection among Canada, Australia, New Zealand, etc. After all, the living standards and culture are very similar in these countries, It's like selecting between Coke and Pepsi. Everyone has a preference but most people won't mind having one if they can't get the other. Of course some are very picky but these are just the exception not the rule.