It's difficult not to identify Roy more as an Av than a Canadien because he was part of the foundation of a wildly successful franchise in a new market (The Rockies were irrelevant). Without Roy, the Avalanche obviously don't win either of their Stanley Cups, but they also don't establish themselves as Denver's flagship sports team, which they were from the day Roy arrived to the day Roy retired. While Joe Sakic was a young superstar and Peter Forsberg was on the verge of becoming one, the Avalanche didn't really acquire credibility as a legitimate Cup contender until they traded for Roy and his 3 Vezinas and 2 Conn Smythes. In Denver, a city devoid of championships like few others, Roy's arrival and the subsequent Stanley Cup run made the fanbase explode to unimaginable heights.
Plus, Roy was the escalator that caused one of the greatest and most heated rivalries in all of sports. Without Roy, the Red Wings-Avalanche rivalry would have died the moment Darren McCarty whooped Claude Lemieux's ass in March 1997 in response to the Draper hit. It wasn't until Roy came flying down the ice and Brendan Shanahan met him head on that the rivalry was born. If you watch that brawl, you would laugh at the "fights" that went on prior to Roy's arrival to the fray. There was little hatred between the two teams beyond the Claude Lemieux factor, and it showed. You had Lemieux being pummeled by McCarty, obviously. There was Peter Forsberg and Igor Larionov hugging each other so tight that they fell onto the ice harmlessly and were separated, which it certainly seems was their plan. Nick Lidstrom and Valeri Kamenski each had an arm around each other and did not even look at the other. It wasn't until Roy skated over that Shanahan made a beeline for him and Adam Foote immediately tried to intervene, thus causing Mike Vernon to join the party and take part in one of the most infamous fights in hockey history. The iconic picture of Roy's bloody face was the image of that rivalry. The scuffle was under control until Roy came in and caused all hell to break loose. If he had not been there, who would anyone hate aside from Claude Lemieux? No Roy, no hatred. No hatred, no rivalry.
There is still an undeniable argument for Roy being a Hab. His greatest individual performances were in Montreal. The Canadiens from 1989-1993 did not have the talent to match up with the Bourques, Neelys, Lafontaines, Sakics, and Lemieuxs that populated the East. But those other teams did not have Roy.