It's just that proper coalitions (where members of both parties are appointed to cabinet positions) are extremely rare in westminister parliamentary systems. It's more common to have a formal agreement or accord between 2 or more parties, but where only one party actually forms the government (i.e. Labour would govern, but the LDP agrees to support them for a certain period of time - say 2 years, and Labour agrees to implement certain policies favoured by the LDP). However, even in that instance, normally, if the Cons actually won more seats overall, they should still be asked to have the first crack at governing. Then, if defeated on a confidence motion, the other two can go to the Queen and say they're willing to try governing rather than have an election.
Sadly, a proper coalition will never happen in Canada. Our opposition parties tried that back in 2008 and the governing Cons went on a PR campaign painting the move as "treasonous" and illegal, and against the will of the Canadian public, etc. And since way too many people have no fucking clue how parliamentary systems actually work (i.e. we don't actually vote in governments, we vote in MPs who then decide who will form the government), the Cons managed to rally a majority of Canadians against the idea of a coalition. They still use the term as a threat when they start to sag in the polls.