CDN - that is because the US is not in compliance with ICAO. This from a Eurocontrol document:
Fuel Reserves Approaching Minimum
’Fuel Emergency’ or ‘fuel priority’ are not recognised terms. Flight crews
short of fuel must declare a PAN or MAYDAY to be sure of being given the
appropriate priority.
Your training should have advised you that any such call
outside the US and Canada will probably be met with
"Are you declaring an emergency" and if the answer is no, you will simply take your turn in the queue.
