To a large extent then, what we see on graphs like this will depend on what mix of economic activities are conducted domestically in each country, and what is imported.

Well, in the US, transportation is 28% of energy consumption, and in Japan it is only 23%, even though Japan make do with half the energy consumption per capita. There are similar figures for residential use, where 68% of US consumption is devoted to lightning or area heating/cooling, and where ditto for commercial is 48%. These consumption patterns and differences are inherently domestic - it is not stuff you import or export where lots of energy has been sunk.

If anything, I think Japan's industry is quite heavy. Ship-building, automobiles, steel... Sure, they do not do a lot of energy extraction domestically, but such extraction's energy consumption hardly seems to show up in a total energy breakdown of US consumption either. (The main item may be oil refining at 16% of industry's 33% of total.) For Canada, though, I think you have a point, as they have unconventional oil and uranium ore and actually export a lot.