I don't in any way mean to be argumentative, but I'd take something a little different away from the chart. If you look at the period up until 1984, the 1981, 1982, and 1983 prices were noticeably lower than those in the United States. The Canadian prices are shown by the red boxes below the corresponding diamond figures for the United States.
After 1984, after the national energy program was dismantled by the government of Brian Mulroney, the two track almost indistinguishably. I appreciate that they don't exactly lie on top of each other, but if you break it down to a litre, we'd be talking about differences of a cent or two. Certainly the movements are that when one goes up the other goes up, and when one goes down the other goes down. The correlation between those two time series would be exceptionally high, and that surely is exactly what you'd expect in a market-oriented system.
My inference from the data is a little bit different from yours.