Indeed finding a retailer in Canada, either brick and mortar or online, is not easy. Also expect a limited selection and higher prices. It often pays (and quite a bit) to imports
I had the best luck with musical instrument stores and the prices were reasonable, not as good as what you see in the US, but still OK. I found mostly AKG's, Senns and some Beyer's. As for assistance, I have been on my own because there were no knowledgeable sales person and they are not setup for listening. The yellow pages is a good start.
The discounters are the worst. No sales expertise available, never the good models (just the crappy ones) and no return policies. I just hate them.
The specialty audio stores have little interest in headphones. If they have any, expect to pay near MSRP. One of them confess that there are not enough money for them. At least they will likely be honest.
The Sony Store will sell the MDR7506 but at MSRPm witch is way overpriced.
Unlike my other components that were acquired from canadian sources, most of my headphones have been imported. There are no canadian manufacturer and if retailers and distributed have so little interests, why should I care. I refused to pay the extravagant premium the Stax importer is charging. Headphones are light to ship and will often skip customs.
In my current stash, my Stax setup came from Japan when it was possible to get the proper voltage and the Sony MDR 7506 from US. Only the AKG K501, K240S and K26 were bought in Canada from musical store. All the others I no longer own like Grado's, Senn's, AT's and Denon's came from US or Japan.