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The entire point of the “blame Canada” joke is that it’s making fun of people who tried to blame their own problems on something that had nothing to do with the underlying cause for those problems.
In the song Kenny’s parents literally say “should we blame the matches, or should we blame the fire, or the doctors who allowed him to expire? no blame Canada!”
The final verse really drives the nail home just in case anyone in the audience somehow didn’t get it: