I'll go out a limb here and say they you can't do this for security reasons. 

Having your canvas app in a different domain prevents you from accessing cookies the Salesforce may want to protect. There are standard Salesforce cookies that you should have access to. For instance, if an administrator has used the "login as" functionality there can be addition cookies that link back to their original session id. Similar arguments could also be made about JavaScript code in your Canvas app.

This will have strong parallels to why Visualforce pages are on different domains - [Why are visualforce pages served from a different domain?][1]

> The move to separate domains has one very specific purpose: leverage the browser security model (same domain policy) to protect our customers and the salesforce.com service from cross site scripting and cross site request forgery attacks.
>
> Moving to the serving pages from separate domains is a critical component of our ongoing commitment to insure the highest level of security and availability for everyone.
>
> In the world where everything is served from the same domain any custom page that you visit had full access to any other page in your org and also any page served from salesforce.com itself. This included potentially malicious code that was installed as part of a force.com package.

[Source][2]


  [1]: https://salesforce.stackexchange.com/q/3965/102
  [2]: https://developer.salesforce.com/forums?id=906F0000000950rIAA