While your account of what was asked is not entirely clear, it appears you were asked to give consent for IRCC to directly obtain your U.S. entry/exit records. This is far more convenient, for you, than a request that YOU yourself obtain those records from the U.S. and then submit them. And as long as the U.S. records do NOT conflict with what you reported, this does not result in the more lengthy delay involved when the client has to obtain the records himself or herself.
That is, this appears to be about authorizing IRCC "to collect the history of my arrivals and departures into the United States from the Customs and Border Protection by requesting the I-94 arrival/departure record."
This is COMMON. Not that most applicants are asked to provide this authorization, but quite a large number are. For example it is part of the package that comes when an applicant is selected to participate in the PPQ Quality Assurance Exercise (what I quote above is quoted from such a form in a PPQ Quality Assurance Exercise package) and is sometimes part of a CIT 0520 RQ-lite request for additional information. But, more than a few forum participants have specifically reported they too were asked to complete this authorization during the interview. NO BIG DEAL. Assuming it is true that you truthfully told the interviewer you have never been to the U.S.
Assuming the U.S. records verify what you reported, that you NEVER traveled to the U.S., this sounds like good news. Your application should then proceed to the next step, to a decision made and scheduling for the oath (which can still take some time; it can happen soon or not for several or even many months).
I cannot guess why the interviewer had some question or concern about you traveling to the U.S., again assuming you never traveled to the U.S., but again NO BIG DEAL AS LONG AS IT IS TRUE THAT YOU HAVE NOT TRAVELED TO THE U.S.
There are way too many possible explanations to try guessing which one triggered this for you . . . I suspect one of the more common ones might be a name-record hit (for a similar name and Date of Birth) in some sources IRCC has screened, such as the FBI/NCIC criminal history database (this is checked as part of the GCMS background screening). The main thing, still, is that it is true you never traveled to the U.S.
Background for this requested authorization: For some time now Canada and the U.S. have had an arrangement for sharing exit and entry records for individuals who are not either a Canadian or U.S. citizen (and at some stage this will even apply to citizens). This enables IRCC to fairly easily access and verify dates a PR exited Canada to enter the U.S. (the record of entry into the U.S. at a land border, for example, clearly establishing an exit date from Canada). The authorization is no more complicated than the consent the applicant gives, in the application itself, for IRCC to obtain the client's travel history from CBSA.