Another factor is that according to the Anglophones living in Ontario, the Conservative Party of Canada embodies the ideals that looks far too much like from the South of the border (read: USA) and Western Canada may well be more than half way across the 49th using Ontario standards anyway.
They would have happily voted an anti-American Traditionalist conservative party if it exists - another John Diefenbaker or Sir Charles Tucker for instance.
I should add that: yes, I know there are many free-market and friendly-to-the-US people in Ontario. But be honest, the middle mum and pop aren't quite like that - they are not virulently socialist but you can see they do have heavy social democratic beliefs and monarchist tendencies and "What does the government provide me?" mentality is very prevalent.
They are also too snobby for anything that looks like America.
They preferred voting for the French all these year even though they can't stand them. Tells you what they think of America.