Yeah. The Anschluss-Thing is a little bit more complicated than just "Germany annexed another country because it wanted to".
The German unification was just ~60 years beforehand and during this time it was a real possibility (or at least it was widely discussed) that all german speaking territories would join the newly formed nation, including the german speaking part of Austria-Hungary. The idea was again discussed after the collapse of Austria-Hungary in 1918. So the idea was still in the heads of the people.
Additionally Austria had a strong pro-nazi movement, so a large part of the country just accepted the new leadership.
In present day Canada there is no strong movement to join the US. There is a huge cultural divide. The last time the idea, that Canada should join the US, was seriously discussed over a hundred years ago. The last time the border moved was in 1908. So for basically everyone alive, the US-Canada-Border is just a fact of life.
After the failed nazi coup in Austria, a referendum was organized to democratically decide whether to join Germany or not. But one day before the referendum, German troops marched in. The referendum was changed and postponed a month. Threats and coercion were employed to manipulate the vote, resulting in 99% approval for the Anschluss. While the population's true opinions are unknown, it has been estimated that about 70% of Austrians would have voted to preserve Austrian independence.
In hindsight it is obvious to us what was going on.