In the US “sleet” is the term for a winter precipitation that occurs when snow falls through a layer of warm air and melts into water droplets, then re-freezes into ice pellets as it passes through colder air closer to the ground. In many other areas that were part of the British empire that precipitation is called “ice pellets” and “sleet” instead refers to a mix of snow and rain. In the US that’s called a “wintry mix.”
In the U.S. sleet bounces off the windshield instead. I think we’d call Canadian sleet wet snow. OP said we’d call it “wintry mix” which maybe some of us would but I always thought “wintry mix” was when you were on the line between snow and rain and you just got a bit of everything; snow, sleet, slush, freezing rain, etc…
From Ohio, and to me sleet is several things
Wet snow/rain mix
Tiny frozen spheres that aren’t big enough to be called hail
Snow/tiny hail mix
Any combination of the three, really.
Mostly it boils down to “not snow or rain or hail”, and “wintry mix” is something I never heard until adulthood.