I was born in the Philippines and I have both Filipino parents. My dad flew to Canada and he became a Canadian citizen. He only applied for Canadian citizen and not Dual citizen (Filipino and Canadian). He also applied my citizenship, my sister's and my brother's as Canadian citizens only but my mother's citizenship is Filipino. My father told me before that being a Dual citizen is difficult because there are certain things to consider so he only applied Canadian citizenship for us. He said If ever I'm in the Philippines and something happened to me there, Canadian government will not be able to help me. But yesterday, I've talked to a fellow Filipino and she said that she has a niece that is a Dual Citizen (Filipino and Canadian). She said the counterpart of what my father told. I told her what my dad told me and she said that what my father said is not true. So I am wondering who's saying the truth? I am also curious why my dad only applied for Canadian citizenship and not for Dual citizenship. Is there any behind reason for that?

I don't see how we can answer this. There are many factors that go into approval, mostly financial/career.
You are articulate and sound old enough to do some checking on your own, on the Canadian website for starters. Also ask your father for more details. I doubt that he has anything other than your best interests at heart.
Each country changes policy constantly, as the economy improves or fails. Your friend's niece? Who knows when or how she got her status.

Probably because of laziness?

One doesn't really "apply for dual citizenship". What is happening here is that Canada doesn't care about multiple citizenship at all, whereas for the Philippines, you automatically lose Philippine citizenship upon voluntarily acquiring a foreign citizenship, but you are entitled to regain Philippine citizenship at any time after that (e.g. even the next day) if you just apply for it at a Philippine consulate. The latter step is what you are probably referring to when you say "apply for dual citizenship". Your father simply didn't take that step. It's a simple application at the Philippine consulate; it's not hard. One just has to decide to do it; he didn't (for whatever reason).

As to having consular protection as a foreigner vs. not having consular protection if you are a citizen of the country too, there is truth to that. But consular protection doesn't really mean that much; it doesn't exempt you from any legal processes or give you any other formal benefits; it just means the foreign country can visit you and informally vouch for you. Usually people find that the convenience of citizenship far outweigh any benefit from being able to get visits if one is hypothetically jailed. But it's each person's call.

Why not get the facts from the Canadian Immigration Office or the Philippine Consulate?

This has nothing to do with Canada. He naturalized in Canada and that's it. End of story.

He did not apply to regain his Philippine citizenship, which he is entitled to do at any time. That's his choice and no office will tell you his reasons.