I suspect that the Hahnemuhle soft proof is giving you a reasonable representation of the print on the Epson printer. If your step wedge goes down to pure black it doesn't surprise me that the last four steps are blocked up when you use relative colorimetric with BPC turned off. The Dmax on Photo Rag is probably around an L* of 18 so the last four steps just can't be printed. You either need to modify your image, use BPC to do the re-mapping for you, or use perceptual rendering.
I don't know what Dmax the Canon dye inks achieve with this paper, but it may well be a bit better than the Epson's pigment ink. But then maybe the Canon profile is somehow incorporating its own version of BPC?