If Country-A was the second citizenship, then their naturalization probably required proof the first citizenship was renounced. However if Country-A was the first citizenship, then whether they found out or not would depend on whether Canada systematically shares citizenship/naturalization data with Country-A. If it does not (and I believe that is the case) then op may be in a state where he/she has legally lost citizenship in Country-A but could continue to enjoy the benefits of citizenship discreetly until Country-A finds out. That might explain the cautious attitude.