Coinbase is not appearing under Exchanges in the Annual Tax Summary for users who have their country set to Canada. (see screenshot below)

Transactions and related gains/losses are still included on the tax report.

There is currently not a workaround for this issue.

You can upvote this forum post to indicate you are experiencing this behavior. The post status will be changed to Complete once a fix is rolled out to all users. Up-voters will be notified of the status change.