You appear to be misunderstanding the definition of "average" in this context. The first ~50k of your income is taxed at ~20%, the next ~50k is taxed at ~30%, and so on. The average of these percentages gets you to a ~39% average tax rate for 250k income.

Here's a detailed example (grep for "Average tax rate"): https://www.canada.ca/en/financial-consumer-agency/services/...