That's my instinct too, but I get the feeling "conservative" doesn't mean quite the same thing up there that it does down here. Heck, we've got so many "flavors" of conservative down here now that I now need a detailed report on every politician I'm asked to support.
I've followed Canadian politics since the 1970's so I have a moderately good feel for it. Though this is a simplification, in general Conservatives from the western provinces (mainland British Columbia, Manitoba and Saskatchewan, but especially Alberta) are more like what we think of as 'conservative' down here. Tories in the eastern provinces and Ontario used to tend towards what we'd here today call RINO's.
However due to a split and then a recombination of conservative parties, the new CPC (Conservative Party of Canada) is as much like our brand of conservatism as political practicalities throughout Canada will allow, than was the old "red Tory" party (formal title: "Progressive Conservatives") of Brian Mulroney's days.
Again, that's a simplification - there are any number of rural Ontario ridings, for example, where the voters are if anything more conservative than most of us are.