Soccer aside, I have never seen much evidence that newer Canadians are less patriotic than the rest of us. In fact, immigrants have made the ultimate vote of confidence in Canada by choosing to move here. If anything, it's those of us who were born here who find it easy to take for granted what we have.
Regarding the radio talk show, I think it is very easy for many people to underestimate how difficult it is to fit into another country and absorb its language and customs. I didn't travel much outside of Canada until I was in my late 20s and it gave me a new appreciation for how hard it is to be in a country where everything is strange, where you have a hard time communicating, and where you continually find yourself in situations where your intelligence and confidence are challenged because you can't communicate as well as you could back home. I found this as a visitor; I can only imagine moving permanently would be much harder.
Once away, the sports and culture of your home country can become a very important emotional refuge. A fondness for the foods or sports of the home country is not dangerous, it's normal. So these talk show callers who expect all immigrants to immediately "learn English", forget about soccer and start cheering vehemently for sports teams playing games they don't understand are being a bit unreasonable.
I think it's safe to assume that most first-generation immigrants will always have one foot in the old country, unless they arrive here very young. Their children, grandchildren, great-grandchildren, etc. will be as Canadian as anyone.
And personally, I find 90% of Canadian "nationalism" insulting, revolving around trivial symbols and embarassing anti-Americanism that makes us seem petty and insecure. I can live without that sort of beer commercial nationalism which to me is meaningless at best and destructive at worst. Let's scrap that superficial "Maple Leaf sticker on my bumper" nationalism in favour of real behaviour Canadians can be proud of: such as, for example, being compassionate and accepting of immigrants as real people rather than portraying them as cartoonish ingrates out to mooch off our hard-earned wealth, which frankly stinks of plain ol' racism to me. Instead of ranting about immigrants watching soccer, why not expand our own horizons and watch a new sport? Multiculturalism is a two-way street.