As long as you understand that the exchange rate is not a fee, but just the fact that the American dollar holds more value than the Canadian dollar, then yes sometimes shipping between countries can add expense. However, there can be more selection, greater value, and possibly still a lower overall price than buying from a local brick-and-mortar store.
The Beyer COP is decent, I haven't heard of the hyperX cloud (sounds like a cheap headset with a price boosted/inflated by gaming marketing). Is your heart set on a closed headphone?
I understand the exchange rate isn't a fee (although paypal tacks on ~6% ontop of the exchange rate of 11%) but recognise it as an additional cost. I'm not partial to brick-and-mortar, but rather the idea of ordering within Canada (incl online stores) because Canada Post in my area tends to break things and takes 6-9 months to process an insurance claim.
The HyperX cloud is supposed to be made by qpad and use beyerdynamic technology, Logan from Teksyndicate gave it a pretty good review. I'm not sure about his credibility but it (seems) like a good contender especially considering it's only $100 CAD.
I'm coming from (returned) ATH-M50s and I'm looking for similar bass as well as a larger soundstage as I find my m50s to be just as good as my monster turbine earbuds for gaming. I'm not sure how the COPs stack up to the m50s but would rather them regardless because i tend to break headphone cables :P