The Soviet union did build its Mach 3 interceptor, but rarely used in combat do to its ineffectiveness. The problem with Mach 3 jets is their size. Such Jets eat fuel, thus must carry massive amount of fuel, which means the engines must be massive so must the Air Frame. These are just some of the "costs" involved with operating Mach 3 planes (And when I use the term "Cost" I mean more than money, in the case of Mach 3 jets combat performance).
The American SR-71 Black Bird was also designed as a Mach 3 Fighter (The YF-12). The main problem with ANY Mach 3 plane is the sheer size of the plane, it takes half a continent to change course. For all practical purposes it has to be land based controlled, the pilot is going so fast he can NOT see the target till he is on it and will NOT recognize it as a target till he is well passed it. If the plane it was flying again was going super sonic in the same direction the pilot would have time to fire a missile, but in almost any other case not a chance (Speed differential was to much, and we are talking of the late 1950s and early 1960s).
In actual combat it was found the idea speed was no faster then 900 mph (And generally below Supersonic Speed but the ability to burst into supersonic was a huge advantage). If you design a plane for sub-sonic speeds with only an ability to burst into supersonic speeds, that permitted a much smaller plane which would also used less fuel (Which meet the plane could be even made even smaller). The smaller planes could engage slower planes and shoot them down. The smaller planes could maneuver to avoid being "locked on" when is anti-aircraft missile territories. Furthermore, as shown by Gary Power's U-2 being shot down over Russia in 1958, high attitude planes were within the combat range of most Soviet Anti-aircraft missiles (The US and NATO in response to the increase ability to shoot down high flying planes adopted a low-low-low combat policy, i.e. fly at 600 feet over the ground and use the ground to black radar from detecting the planes). The Soviets also adopted low-low-low flying doctrine (Low-Low-Low meant fly low over one's own held territory, fly low over any area in actual combat and low over enemy held territory). Given these combat Restrictions, a Mach 3 fighter made no sense, one of the chief costs involved with flying at Mach 3, is an inability to fly at treetop level. The sound blast of going supersonic can bounce off the ground right into the plane and cause it to crash (and the increase speed means increase air intakes which means more birds hitting the engine and causing crashes).
Sorry, Mach 3 fighters were all the rage in the late 1950s and into the 1960s, but the cost to operate those planes quickly became to high, especially given that the Soviet refused to adopt a supersonic bomber (and when the Soviet Union did design one, I do not believe it was even built, to replace the turbo-prop Bear bomber it was like the American B-1, design to fly at tree top level at subsonic speed and then have the ability to burst to supersonic speeds if needed (This was also in the B-1, but removed to keep costs down under Reagan when Reagan re-instated the B-1 program when he became President).
The Mach 3 Fighters all had a problem, long range anti-aircraft Missiles could do what such planes did best better and cheaper (Shoot down high flying supersonic planes) even in the late 1950s (As seen by Gary Power's and his U-2, which was NOT supersonic but flying as extreme heights). To avoid such missile defenses, Air forces switch to flying at much lower altitudes to avoid radar detection. At such attitude Mach 3 speeds could NOT be used, furthermore the ability to go mach 3 made the plane to large to maneuver at such heights. In simple terms, super Sonic Interceptors are design for a war that had almost no aspect of occurring even today.
The US did play around with Mach 3 Fighters while into the 1960s, but found in Vietnam the best fighter in the world at that time was the US Navy's F-4 Phantom, which barely went supersonic (and the US Navy in the late 1950s was looking at replacing the F4 with a straight wing sub-sonic jet plane which was viewed as a launch platform for its then new long range antiaircraft missiles, these later became the intended missiles of the F-14 via the attempt in the 1960s to adapt the above navy program with the US Air Force F-111 Bomber program).
George Bush Flew a F-105 Delta Wing Interceptor, which was the last sub-sonic interceptor adopted by the US Air Force and was on its way out when George Bush was trained to fly it (Its sister the F-106 was supersonic but Bush never was trained on it, both were replaced by the F-15 in the early 1970s as the US Air Force accepted that fact that most Air Combat would be at 1000 feet or less). Both the F-105 and f-106 were design to cruise at much higher speeds then the later F-15, and to do so from longer Air fields then are needed for F-15s. The price was a much lower ability to maneuver AND thus almost no ability to engage in any form of Dog0fight.
Now at least two Mach 3 Fighters did survive well into the 1980s, the SR-71 being the best known (And while some reports said it was designed as a fighter, that appears to be more a cover story or a possible variation then actually designed, thus the fighter was called the YF-12). The other is the Soviet Union whose MIG-25, which was used as an interceptor, but much like the SR071 used more often for reconnaissance. The Soviet's seem to embrace ground control much more then western Air Forces did so the MIG-25 can be viewed a less as a Interceptor and more as a anti-aircraft weapons platform that could get is missiles into areas of the Soviet Union without Air Defenses faster then anything else. How much this was done in unknown, all the reports of operations use of the MIG-25 has been in the same role as the SR-71, aerial photography and reconnaissance as opposed to actual combat (Some were used in the first Gulf War. Some combat Victories are claimed for the MIG-25 in that war, but at least two were shoot down by F-15s during the war and another by a F-18 after the war when one entered the no fly zone, which again shows the weakness of Mach 3 planes in actual aerial combat, which has been the case since the late 1950s).
Sorry Canada's cancellation of the CF-105 was more an acceptance of the actual threat to Canada (ICBMs and Sub-since prop driven Bear Bombers) then any American pressure. The US followed Canada's lead and canceled its similar program within a decade.
AS a Rule Canada Armed Forces have had a history, since WWII, to adopt equipment that the US Military wanted but do to political consideration could NOT adopt. The Classic Example is the Leopard I Tank, the US Congress refused to even permit the Army to consider adopting it then the M60, even through the Leopard I was considered then and now the better design. Another example was the Canada's adoption of the FAL Rifle in the 1950s, Again internal Politics in the US refuse to permit the adoption of a foreign design (The M14 which the US Army did adopt, was and is as good, but given the additional time needed to get it up and running many in the US Army wanted to Adopt the FAL at the same time as Canada did). I can go on (Canada's adoption of the F-5 as a Cheap but effective Fighter in the late 1960s when the US Air Force was adopting the much more costly F-15, is an example of Canadian foresight, the F-5 was a good plane for its time and effective for what it was designed to do, it stayed in Canadian service till 1995, where it was replaced by Canadian Version of the US Navy F-18 instead of the much more expensive F-15).
As to this Avro, Canada just lead the US where it going anyway, it would have saved a lot of money to have canceled all of those Mach 3 Planes at the same time, but it took the US another ten years to accept the fact they were military useless.
More on the Mig-25:
http://en.wikipedia.org/wiki/MiG-25More on the YF-12 (Sr-12 Fighter Version):
http://en.wikipedia.org/wiki/Lockheed_YF-12