I've been looking at reconstructions of the extent of ice at the last glacial maximum, while each map differs slightly (two shown below), most show a massive North American ice sheet, extending as far south as present-day New York. In western and central Europe, the ice sheets don't extend quite as far south. This isn't surprising, as western Europe is generally warmer than North America on the same latitude - a fact that is typically attributed to the action of the Gulf Stream. What's really perplexing is Siberia and the rest of east Eurasia. These areas seem to have virtually no ice sheets, despite being much further north than comparable areas in North America or Eurasia. Additionally, they're far enough east that I can't imagine they'd be strongly affected by the gulf stream. What would explain the differences?
To add more detail to @Andy M's answer and your subsequent question in the comment:
Canada is much closer to the wet USA and there is no ocean in between. Ice doesn't have to correlate with the precipitation. Areas where there is precipitation will form the ice. When it gets thick enough the ice will flow under its own weight outwards from the centre, perhaps a long distance (this is the definition of a ice sheet/ice cap). A deep sea will interrupt the process as floating ice shelves act differently to land-supported ice.
For ice sheet formation you need both cold conditions and precipitation, if it's cold but dry you will get permafrost, but not enough snow to build up glaciers.
This map of precipitation during the last age suggests eastern Eurasia was particularly dry in the north: