Around here the LDS are selling cylinders pretty much at cost. My main LDS has a once a year "skid sale", early summer. They announce it about a month ahead. You order tanks. The more tanks ordered (usually several skids, there are 3 stores involved) the better the price. usually about $20 below the "regular" price.
I can't see how, by the time you ship a tank (and shipping regulations require it be non-pressurized, then get a visual and fill, you'd save any $$ buying from the US. One "hidden" cost here in Canada, that most don't factor in, is the Canadian Distributer. For example, Diversico in Cambridge are a (the?) Canadian Distributer for Sherwood and Catalina (maybe others). Their price on a Catalina cylinder is probably the same (if purchased in the same qty) as LP pays in the US and then they have to add a markup to cover they're costs. The alternative is for your LDS to be buying from Catalina in small quantities, paying a higher price per due to the small quantity and the shipping all the way from the mfg., plus brokerage fees, etc.
Also in most cases, the distributor assumes responsibility for providing warranties (at least the labour portion of repairs done locally and shipping if it has to go to the US) and has to have enough markup to cover those costs. Fair? Maybe not, but that's the way it works. In many cases, they record the s/n for items they've imported. Anything imported directly, they won't cover the warranty.