Let me ask this:

You opened with the statement "But so far I haven't seen the advantages for SEO purposes..."

What are your expectations here? In terms of a SEO-friendly software, I find all have their ins and outs but from an SEO perspective, most perform about the same. It's a bit like saying "I want to drive a car from LA to NY. So what is the best car to drive?" The car is less important than the route and the driver.

Most CMS will do the basics well. You need SEO friendly URLs and that's the largest issue I've seen (and URLs are a minor thing in terms of SEO). Maybe a meta description too. You will be providing the rest of the SEO via content (i.e. H1 tags, etc) and most everything does that well.

Wordpress is not a CMS per se, it's really a blogging software that made a shift to reach a wider audience. I've seen some very impressive sites that use it... and don't use it all that well. Modx looks like a pure CMS.

If your site is already up, I would NOT change. Changing software typically means changing URLs and that means you're gonna take a short term hit (not to mention the fun with 301s). Unless you have some burning need, I always tell people to think twice about changing URLs.

Are you removing the pages or just trying to de-index them? If you're trying to remove them, make sure the old pages return a 404 so they can't be restored to the index. If you're trying to remove them, make sure they are excluded by robots.txt or meta tag.

Here's the WMT Help page on the topic

http://support.google.com/webmasters/bin/answer.py?hl=en&answer=1663427

Well, you own a ccTLD for India. So Google will see it as primarily for India. That's, more or less, the purpose of ccTLDs. It doesn't surprise me that WMT won't let you remove that hinting.

Now, does that mean you can only rank well for India? Absolutely not! You can still rank well for US rankings. Something more powerful than your ccTLD is the power of relevant links from US sources. Get some links from US sites and Google will start seeing you as relevant for US searches. I see that happen all the time with UK sites.

I'd go with phpBB. It's Open Source and has several popular mods, including some for SEO.

Some paid software is also SEO friendly, including software like vBulletin and xenForo.

Not quite. Canonical (per Matt Cutts) is considered a hint as to what the real page is. It doesn't stop the duplicate page from being crawled or indexed (a page that isn't indexed will not show up anywhere in Google for any query), it prevents the duplicate page from winning the duplicate race (i.e. if you don't pick a winner, Google will pick one for you).

Wordpress.com is a whole different beast from the Wordpress software. WP.com uses the WP software and shoves it into a shared hosting environment. So you can't do most things you can do elsewhere.

If you are using your own domain, just move your blog off WP.com and host it yourself. You can retain the same URL structure doing this.

If you're using myblog.wordpress.com, you're a LOT more limited. My suggestion would be to do a poor man's 301. Copy your content to the new blog, then gut the old URL and put a link to the new URL. This is not the preferred method but it lets you keep your traffic and still pass some SEO. Since it's not duplicate, it will eventually cause your new page to rise and the old to fade.