Why is the Fig phone not working in Canada while the T-Mobile phone does?

If it's not working in Canada, you can try with another working SIM card to see if it issues a SIM card on the phone, but the phone should be working perfectly fine in Canada.

It should be working really fine. If T-Mobile works in Canada, it should be working there.

There's nothing in the Fig phone itself that needs to be changed. It's just an unlocked device. So as long as the service is working in Canada, it should work.

There is no special setting.