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> Experience limited to Ontario and every province east of it.

In that case I'll chip in with my experience with every province west of it: it's the same. No shoes inside - ffs the prairies have snow on the ground half the year.

Canada is where the term “mud room” comes from I think, it definitely isn’t an American invention

It's definitely a thing in many parts of the Old World too.

Most American houses where I live have mud rooms. I think you may be generalizing based on house design. New Englanders certainly do; Ranches do not. Split-Levels have a landing that are used as a mud room.

I think they are common in the midwest? Wherever it snows a lot, you'll have a mud room to change from outside to inside clothes. If you are somewhere that doesn't snow, you might not ever realize those kinds of rooms exist.

I’ve lived in Ontario and every province West of it and… same thing.

That's also my experience in the US.