Just like the United States, Canada is large country as it is and thus, too big to be a single state, much less a single province.
It's just physically, geographically and logistically impossible.
That's why Canada is segmented into 10 Provinces and 2 Territories.
From east to west...
-Newfoundland & Labrador.
-Nova Scotia.
-New Brunswick.
-Prince Edward Island.
-Québec.
-Ontario.
-Manitoba.
-Saskatchewan.
-Alberta.
-British Colombia.
Then going north of that, there's Yukon and the Northwest Territories.