that's the joke
They do have a ton of land in all the rest of Canada, but for reasons of access to services, climate, etc.. most people in Canada are crammed into the Quebec-Windsor Corridor.
https://en.m.wikipedia.org/wiki/Southern_Ontario
The population of southern Ontario is ~13.5 million people (roughly a third of Canada).
North Korea has a similar area (slightly larger), but approximately twice the population. South Korea also has a similar area (slightly smaller), but approximately twice the population of North Korea = four times the population of southern Ontario.
In particular, ~13.5 million more people live in South Korea (which has an area smaller than southern Ontario) than in the entirety of Canada.
My point is, that looking at the population density for the entirety of Canada is misleading because most Canadians don't live in Yukon Territory. The population density of the part of Canada people actually live in is much closer to what you'd expect from a typical developed country.