Obviously, this really isn't a major issue, but as long as I have committed myself to the debate...
The logic that Quebec is a French Colony and therefore politically part of the French Empire and by extension subject to the French state, seems compelling on the surface, but is, I think, a slippery slope.
European empires ruled large sections of Africa, Asia, and the Americas. If we are willing to say that Canada makes logical sense, the we might as well have Vietnam, Egypt, and Cuba (as random examples) in Busch Gardens Europe.
Or, if we choose to limit ourselves to colonies that were inhabited mostly by European transplants (as opposed to those that were merely subject European powers, like India), then we are still implying that Australia, parts of Latin America, and most of North America belong in BGW.
Given how many European states are not represented in BGW, I'm not sure what the value is in including colonies, anyway. If it had been up to me, back in the day, they would have added Greece, Switzerland, Sweden, Norway, Poland, Russia, Belgium, etc, long before resorting to Canada.