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I'm not aware of the nuances of the argument, bit I had a related quibble with item 4. Great intellectual argument, but to me it just boils down to ' not used to foreigners'. Now you can argue why, bit that is the basic.
I feel the same way when people describe Sweden or Netherlands as liberal. Now there is nuance in that argument, bit to me those cultures tend to be inherently conservative, with the huge exception of what YOU do is very much your own business, not something for them to weigh in on..
I can think of 4 factors:

Language: English, French, and Spanish are present in tons of countries globally, whereas German, Scandinavian languages, Slavic languages, etc. have very little presence outside their home countries. People from Africa or the Indian subcontinent are highly unlikely to know any Scandinavian languages, and much much more likely to know English or French.
Merit-based Immigration: Canada has a point-based immigration system. You get points for having higher education, points for knowing English, points for knowing French, etc. More points, higher odds of getting immigration approved. Canada of course does take refugees, but most immigrants are pre-filtered to be ones who will likely contribute to society and likely not detract from society. Maybe the term "merit" is an over-simplification, but that's the gist of the idea.
Geography: Canada, UK, and Australia are harder to get to for people that don't already have some stability in their lives. They're obviously not impossible to get to, but it's easier to get from Africa to Italy than it is to get to the UK, and easier still than it is to get to Canada, the US, or Australia. If someone from India is going to get to Canada, they probably already have means and some stability in their lives, or an existing support structure in Canada who is helping them out.
Ethnostatism: Many countries are, by default, ethnostates. Their lands is the land of a particular ethnic group, with a particular language, and a particular culture. But countries like USA, Canada, and Australia in their current forms are not like that. These countries obviously have indigenous populations but they don't run those countries' governments. American is not an ethnicity, it's not a language. Immigration to America is not as existential a question for America as it is for most European and even Asian countries. Another way to put this is that America, Canada, and Australia are "nations of immigrants" whereas most countries are historically nations of a particular ethnicity which happen to have immigration. >

I think you're spot on, especially with point 4.
I do have one small, pedantic nit to pick with point 4 though. What you describe there is a nation-state, not an ethnostate. An ethnostate is one where citizenship is restricted to members of a particular ethnic or racial group.