There are not great numbers of events pre-Confederation that are pan-Canadian in consequence. A number of other countries, particularly that south of the border, have a large number of events that are constantly celebrated. Young Americans are reminded of those events all the time. This happens in countries around the world as well. In Canada, we don't have many large events.
Without the War of 1812, the French fact in North America is not protected. Without the War of 1812, aboriginal Canadians would have suffered the same fate as American Indians. Without the War of 1812, Canada's territorial integrity would not be defined relative to the United States. Without the War of 1812, you don't have an expression of Canadian identity that sowed the seeds for Confederation in 1867, after the Quebec and Charlottetown conferences.
So it was the beginning of the beginning of the greatest country in the world: it's very important.