It is not likely due to immigration. The error message states: "Our records indicate you are not filing an income tax return for the first time with the Canada Revenue Agency. Please go back in your software and ensure you do not identify yourself as someone who is filing an income tax return for the first time and submit your tax return again."
If you are using TurboTax Online, select File > [YOUR NAME]'s Canadian citizenship, and then answer NO to the question "Are you filing an income tax return with the CRA for the first time?"
For more information, you can visit the Canada Revenue Agency's website.