Good question, I was thinking about them too. I guess the author made an arbitrary decision to include the Canaries because they are "close enough" to Europe, and not include the rest of overseas territories of European countries
The macaronesia islands have been formed by the African and Atlantic plates moving apart, leaving a trail of islands: Cape Verde, Canaries islanda, Madeira islands. They all sit on the African plate. But both the Canaries and Madeira are regions of their respective countries with European identidy and culture.