The reason it's important to move in lockstep is simply critical mass. Canada's economic relationship with Russia is different from other countries', and therefore, if it's possible to work in lockstep to limit trade and opportunities to a number of countries and through a number of supply systems, it increases pressure on the Russian economy, with a view to stronger pressure to change the direction of the Putin regime.
On March 9th, 2022. See this statement in context.