I suspect the 1900 Census is erroneous stating that the children were born in Canada. Frequently, the enumerator did not ask, possibly assuming, that the children were born in Canada, same as both parents.
In 1910, mother is not there and only the father is, but that states Edmond was born in Rhode Island and both the older and younger siblings were born in Connecticut. The Social Security Application that is on Ancestry has the same birth date but has Rhode Island for birth location, so you only have one source, the 1900 census, that has a different location for all the children. The rest of the census show the siblings born in Connecticut and he is born in Rhode Island.