No one is forcing you to buy from Canadian retailers, just giving you their experience so you won't make the same mistakes. Say it's $700 for the gun you want in Canada and $300 in the US. It would cost $800ish shipped, taxed and it comes to your door within a couple weeks. Or you could spend $400 from the US with shipping, wait a month, get blacklisted, lose the gun and still have to spend $800 to get in Canada.
I'm not really a great example of this because I'm still new, but this is what I've seen from months of reading on this forum.