“I’ve read the indicator description of the (Hot Periods) that is a risk to Canada, but don’t quite understand, I mean most of the warming happens in winter and other nations that are really susceptible to extreme heat events like China and Russia aren’t mentioned in hot periods risk, would you please clarify? Thank you.”

In the context of vulnerability, it is not ‘normal’ conditions that are of concern, but extreme events. Indicator No.4 (like all the weather-related indicators: 1,2,3,5,6) looks at how often and by how much deviations from ‘usual’ conditions occur. This is expressed as average annual excess heat (degrees) over the past 5 years for all days more than 5°C hotter than the 30 year mean monthly maximum, averaged over all reference climate stations. This indicator captures not only the number of days with significantly higher temperatures, but also the amount of the excess.
This captures vulnerability related to periods of high temperatures that can lead to interactive effects on productivity, oxygen levels, pollution, reproduction and symbiotic relationships and lead to mass mortality, stress on water resources, fires, desertification etc. Frequent and severe hot days over the past 5 years could also indicate shifts in weather patterns and climate, and could negatively affect a country’s resilience to other hazards (e.g. ability of forests to regenerate if disturbed by human or other factors).
Two countries could have the same number of days with more than 5°C higher temperatures than the monthly average, with one only having a small excess, while another a very large one – the structure of this indicator identifies these differences and the different vulnerabilities that could ensue.
If I have understood your question correctly, the reason other countries are not found to be as vulnerable is because their deviations from usual conditions are less. That is, it is more usual to have the hot periods, even if overall they are considered cool countries. Because of that their environments are less likely to be vulnerable to damage as their hot periods are built in to the ‘normal’ conditions (defined by the running 30 year mean) for that country.