Isn't it? I haven't seen any statements about Canada sharing the proof with India. But US seems to be asking India to cooperate.
Your post sounded rather sceptical, sorry if I misinterpreted that. In any case, as far as I know:
So news agencies have "proof" > To my knowledge, just one media outlet was going to report on the investigation. I have not seen anywhere what information they actually had; they might not have seen the proof, but just have heard that the investigation currently suggested that India was behind the murder.
Canada has "proof" > Well, they certainly have something, apparently various kinds of communications between Indian officials. How specific those communications are is anyone's guess at this point.
Canada will not share the "proof" with India > Are you sure about that? Apparently a Canadian representatives has spent several days in India twice for this matter. It's not specified what he did during that time, but I would assume has some kind of awareness at this point of what evidence Canada has specifically.
US may or may not be aware of this "proof" > They definitely are aware. Apparently, Canada has shared the information it has so far with its Five Eyes partners (US, UK, Australia, New Zealand). Part of the evidence might actually come from the US; or at least, it's said that a Five Eyes partners supplied part of it, and the US seems most likely in that regard.
US and Canada have asked India to cooperate though they will not give the "proof" > I am not sure what this is based on. See above for that Canadian representative visiting India. Also, it is claimed that, behind closed doors, India has not denied the accusations. (For what it's worth.)
Does that actually surprise anyone? I would assume all countries try to eavesdrop on anything they can at all times, especially a country with super sophisticated methods and equipment like the US. And I would be verysurprised if India didn't try to do that with the foreign embassies in India.