Bill,
This is not as unusual as you seem to think. The Candian economy has been in a years-long funk, one of the reactions from importers has been to knock prices down. Several reasons for this, retaining market share and keeping volume of goods sold as high as possible being the more salient.
Same thinking applies to, for example, Japanese-produced cars and motorcycles. It is a relatively common trick here in the NW to buy dirt bikes (and quads, and jet skis, and snow machines, and etc.) in British Columbia, and simply haul them home. Do not ask for details; I don't know all of the ins and outs to actually doing this, just have friends who have done so and claim an advantage worth the hassle.
Also without details, or even any documentation, it is my understanding that at one time there was a large gray market in (mostly) Japanese cars produced for Canadian market being purchased--by individuals, not companies--in Canada, driven to U.S. and immediately resold for a nice profit. Still with 18th-hand information, this practice has been ended by Canadian law.
In any case, it was a bad idea. Different specifications for one, made worse by U.S. importers of, Toyotas for example, not supporting vehicles intended for sale outside of the U.S. Interchangeable parts, no problem. Other stuff, big problem...
Some make the case that above practices result in U.S. consumers subsidizing Canadian consumers. While I can understand the (flawed) logic, it is a very weak case which responds not well to analysis.
I will be interested in hearing how your purchase is handled. Lord knows they may well have more interest in your money than hugely bigger U.S. importer of same goods. For example, simply as a function of size and buying power, their (Canadian) stock levels may well be considerably lower.