It would not have been uncommon to find Canadians who were born in Great Britain. In fact, more than 100,000 British children were sent from orphanages and welfare agencies from the UK to Canada to live with new foster families. (My great grandfather was born in Scotland and apparently raised in Nova Scotia under an arrangement such as this.
Given that, you would certainly have had young men with either dual citizenship or a retained allegiance to the UK so it is plausible you had Canadians in the British Army in 1940.

If there were Americans fighting in the RAF at the time, there could have been Canadians fighting in the British Expeditionary Force at the same time as well - not as a Canadian unit per se, but as volunteers in the British Army. I'm not saying this really happened but it is iffy enough that it could have happened and therefore could have been put into this movie as a plot device.
KS

The 1st Canadian Infantry Brigade which was attached to the Second BEF, which not in Dunkirk where in France in 1940. Canadian Units where evacuated with the 2nd BEF form Western France.