Just the term 'engineer' is protected in parts of Canada, and it's at a provincial level if I remember properly. The 'software' part has nothing to do with it. That said, the term is protected really weirdly. The standard is 'would a reasonable person think you can provide professional engineering services'. So seeing software engineers call themselves such is very common. I suspect the lax attitude here is because nobody would reasonably expect a software engineer to sign off on the structural integrity of a building.

In Ontario, the PEO (board that manages these things) hasn't gone after software engineers often. I don't think I've ever heard of a prosecution in general, and may people call themselves XYZ engineer without having the P. Eng designation. They tend to prosecute civil, and industrial engineers, and building related engineers more since civil engineering and a Civil Engineer have very different roles. Even then, you have to be pretty flagrantly disregarding the regulations to make yourself a target.

The only people who'd given me a hard time over the job title 'software engineer' were engineering students during my undergraduate degree.