since you were born in Europe I assume your given name originally was not "Steve" but rather Stephan or so. Now, did you "anglise" your name when your family moved to Canada? Do you think it is something that people should do, let's say a John or Peter permanently moving to France, maybe as a child and becoming Pierre and Jean?
I noticed that Americans tend to address foreigners by their English name if the English version is available. I had a French colleague in our company, called Thierry and the Americans would all address him as "Terry".