You Canon is saving the files as "interlaced" although they are actually progressive, with each field taken at the same time. It is telling you so in your screenshot. In Vegas go to each clips properties and alter the interlacing to progressive. Alternatively if your project only contains these files you could try having the Projects Properties set to Deinterlacing Method - None.
I notice that if I drop a PF30-filmed clip onto the timeline and choose in the project properties:
Field Order: None (progressive scan)
Deinterlace method: None
Resample Mode: Disable Resample
Then I don't see any interlacing in the video preview window. And I suppose when I go to encode, then I wouldn't need to deinterlace either. Please let me know if I understand this correctly?
As long as your media was recorded progressive, and you have your project properties set to field order: none, de-interlace method: none, then any progressive media dropped onto the timeline should be properly displayed. Also, of course, choose a progressive render template from the render as dialog.