Has Morocco ever claimed ownership of the Canary and Madeira islands? If no, then why not?
How about the island countries Cabo Verde and São Tomé and their African continental neighbours?
Morocco has no sensible grounds to claim these islands.
It might have some legitimacy to claim semi-enclaves like Ceuta and Melilla or the couple of tiny islands off of its shore that currently are in Iberian hands. But Morocco's claim on these territories are on the same order as Spain's not so strong claim on Gibraltar: they've been under Iberian control for longer than they've been under Moroccan control.
As to the islands you're wondering about, they've never belonged to Morocco at any point in time. The only islands that had natives were the Canary, which were inhabited by Guanches. While the latter are technically related to Berbers, they were a separate political entity from that of Arab-Berbers on the mainland, and lived in relative isolation until the Spanish settled.
Morocco does have a few points of contention with Spain, however, over territorial waters between its shores and the Canary, chiefly because of fishing and oil drilling rights. It rejected Spain's unilateral designation of a median line from the islands in 2002.
Morocco has no claim to the Canary islands, they have never occupied the territory. They have no cultural or historical presence. The aboriginal population may have been distantly related to Berbers, but so were lots of other people in the Sahel, and that does not entitle Morocco to claim the Sahel any more than it entitles the other nations of the Sahel to claim Morocco.
The Guanches were a separate people, and a distant relationship with Berbers does not make them Berbers any more than it makes the English German owing to their ancestory. Although they don't exist as an ethnic group today their DNA lives on in the current occupants of the land. In short, the Canary Islands belongs to the Canary Islanders, no one else. If they choose to be part of Spain then the Canary Islands are part of Spain. Morocco has no say in this. They are outsiders.
Actually, Morocco has reasonable grounds to claim Ceuta, Melilla and Canary Islands since historically speaking the latter have always been part of North Africa and Morocco until the Spanish colonization. The pre-colonial population of Canaries is generally referred to as Guanches who were originally the inhabitants of Tenerife. In 2017, the first genome-wide data from Guanches confirmed a North African origin and they were genetically most similar to Berbers who are the native inhabitants of Morocco and North Africa. The Guanches were the only native people known to have lived in the Macaronesian region before the arrival of Europeans. Berbers or Amazighs are an ethnic group indigenous to North Africa primarily inhabiting Morocco, Algeria, Northern Mali, Mauritania, Northern Niger, Tunisia and a part of Western Egypt. Most Berber people live in North Africa, mainly in Morocco, Libya, Algeria and Tunisia. Small Berber population are also found in Niger, Mali, Mauritania, Burkina Faso and Egypt as well as large immigrant communities living in Spain, France, Belgium, Netherlands, Germany and Canada.