Can't speak for Canada, but this is definitely true in the US. I have no data other than my girlfriends dad (who I spent a lot of time with) was a trucker who refused to carry (and was a big fan of Michael Moore and Fahrenheit 9/11, mentioned so you know his bias) who got into a lot of debates with his coworkers about it. In the western US where the gun laws are more friendly, "damn near everyone" kept at least a pistol. At one point he actually started carrying as well after getting (wrongly, he claims :-D) roughed up by a pimp at a remote truck stop.
Fortunate for him, he benefit from all his coworkers having a pu lic reputation for packing heat even though he didn't approve of it himself. The criminals who might otherwise try to take advantage of him wouldn't know that he was unarmed, but would be wary of truckers in general.
I think the implication was that he may have had some hand (or other body part) in the creation of that situation. It wasn't just some criminals saying "oh, a trucker, this will be easy money".
If you think criminals don't consider the risk of being shot when picking their targets, I'm afraid it is you who is fantasizing. Robberies aren't "crimes of passion" where emotions overrule normal common sense.