Before all rushing north of the border to buy your new AMG Mercedes at Canadian $$(depressed) value, you should know that there are rules that have been established between the Canadian and US car companies that directly address this issue. (Mercedes is most probably part of this agreement.)
I know for a fact that such rules have been established at Volvo, BMW and all Jap. car manufacturers.
Canadian dealers will not sell knowingly for export. Why would US MErcedes pay for warranty on a car on which they made no profit on? Why would Mercedes Canada pay it's dealers any volume rebate for cars sold in the US because of the favorable exchange ($$) rates? Mercedes (and other manufacturers) establish the selling price based on (1) adequate return on their investment (2) what the local market will bear.
I know for a fact that Honda dealers are prohibited to sell cars for export and at least one Honda dealer lost his dealership following large number of sales to US based customers. it is clearly stated in their dealership agreement. With the serial number, Mercedes can learn very easily which car should have been sold in which market. On the first warranty claim MercedesUS will know right away that the car has been sold by which Canadian dealer, information will be relayed to Mercedes Canada and this guy (dealer)will have a very tough hour with Mercedes Canada.