After you make that type of change, you must validate yourself by providing a current credit card. After validating, you can change to none for your payment method. Changing your region is not the same.
This is done to prevent exactly what you may be trying to do. No suggestion on my part that your situation is not legitimate or valid. I am surprised you were not challenged the same way when you switched to Canada.
In iTunes world, your country of residence must match the billing address country on your payment method. And your actual address must match the actual address of your payment method. So if you do not have a US address, credit card and the addresses do not match, you can't change your country.
Sadly the amount of fraud these days compels online services to take these types of measures to keep on top of it.
You may have to call Apple Support for their help, as they have features not available to you on your own.