Hmmm.... That's odd!
I (U.S.) bought my HDJ81 from a Canadian, and they had insurance on it for sure!
Forgive me, as I'm not familiar with the intricacies of CAN motor vehicle laws, but if it's at all helpful, they had my HDJ81 insured with "The Insurance Corporation of British Columbia" (clever name, eh?). Their phone number is 604-661-6800, or 1-800-663-3051.
I still have all the import docs saved on my computer, so it is easy to find.
I do know some Canadians have complained about very stringent inspection procedures when first registering an import vehicle.
Hopefully this info might be helpful?
Good luck!