Hi G,
Yes. domain.com/page1 and domain.com/page1**/ **are two different pages in the eyes of Google. But the canonical should fix this issue.... i don't know why SEMrush is flagging them. Maybe you can contact them and just ask?
For as far as I know, the best solution is to use just one version, and redirect the other one. So all the URL's without a slash, would be redirecting to the url with the slash. In this case, you don't have to change the canonical.
But be aware: this is what works with my sites. I don´t know all the details about your site.
So contact SEMrush first and/ore let somebody take a look at your code.