In American english, "Canadian" is the correct usage in every styleguide I've seen, and I've never seen the term "Canadan" used in formal print.
I agree, though, that it looks a bit odd of a spelling:
But I think gramatically, the last "a" in "Canada" is being dropped and replaced with "ian," similar to:
Linguistically and gramatically, why "America" doesn't become "Americian" by the same process probably has something to do with which syllable the "ee" sound appears in (second to the last syllable in "A-mer-i-ca" last syllable in "I-tal-y")
Also, -cian in the spelling of "Americian" would be pronounced "shun" as in "Physician".
So basically, I guess it just needs to be chalked up as another inconsistancy and oddity of American english.