You forgot to add a space between the '-' character and your speech option.
It seems that space is important for the syntax of Esc.
Adding that space worked for me.
Here's the resulting can.esc file :
set_global i/inv_can true
set_active can false
say player "I have several things to say about this can"
say player "Yes"
- "Very much yes"
say player "Very much yes"
- "There is not a lot to say about it actually"
say player "There is not a lot to say about it actually"