Humidity is one difference that comes to mind.
In most of Texas, the air outside is humid, you need a moisture barrier between your structural wall and your rainscreen/siding.
In Calgary, cold winters will have very dry air, so the humidity will be much higher inside the house. So the moisture barrier needs to be on the other side.
In either case, you don't want the insulation layer or the structural layer to be collecting condensation from the humidity / temperature differential, or you will get mold.
Disclaimer: not a builder, just deal with humid climate.
