I have personally heard more than a few native guys explicitly deny being Canadian. There is a narrative that I am quite sure is common among FN folks that holds FN culture distinct from being Canadian, which is  after all, according to that narrative, a culture built by, of and for white colonialists. That means the choice of not being Canadian is their declaration. It may be racist and ignorant but that sits on those making the declaration, not the Senator who has the temerity to simply repeat what she/we have been repeatedly told by them.