As others have pointed out Canada and the US use a different immigration concept than most of the rest of the world. When you are physically on Canadian soil you have to clear immigration regardless of whether you are in transit or not (and need to be able to legally enter Canada normally). Hence an ETA is required for non North American citizens (good news the application process is quick!).
It might be a pain for you but every country has annoyances that piss foreigners off. For instance, I can't understand why I have to go through immigration when leaving a country outside North America... doesn't make any sense, like hello I'm leaving your country there is no immigration concern, the second that plane is in the air your immigration system marks that I left the country like in Americas... doesn't it?! Also in the UK security requires you to put liquids in a clear plastic bag... I've never heard of that requirement before and have travelled to several countries outside the Americas (i.e. HK, Japan and NZ).
Safe Travels,
James