She was born in Canada, so unless she renounced her Canadian citizenship (which she apparently did not) she is a Canadian citizen. I base that on the fact that I personally know Americans born in Canada who are citizens of Canada and the US, and not on knowledge of Canadian law, of which I have none

(and one of those acquaintances renounced, or whatever it would technically be called, their Canadian citizenship to join the US military. So renouncing can be done).
Presumably Vanessa acquired French citizenship to compete with Morgan at the Olympics.