About twelve years ago I was working something of a TDY assignment in Seattle. Since I had never been to Canada before, I thought I'd take a day trip up to Vancouver just to see what I could see. When I got to the guard and handed him my Texas driver's license, his face turned beet red. Literally. I thought at any moment his head might pop off his shoulders as he castigated me up and down for being from Texas (repeating every last wild west, shoot-em-up, lawless stereotype he could remember as fast and furiously as he could manage). Naturally, I got selected for "enhanced" inspection, and they went through my car with a fine tooth comb (though I suspect that had it not been a rental, they'd have taken a plasma cutter to it). All the while, border guards stood on either side of me, hands on holster.
I'm guessing that border guards are no better informed than anyone else in Canada, and that popular stereotypes resonate within them just as they do in any foreign populace. Marry that with what was, at least at that time, an extremely phobic attitude towards firearms of any type, and these sorts of things seem inevitable.
Since I was an American on Canadian soil and do not believe I could simply turn around and return to the U.S., I didn't have much leverage in dealing with the guards, so I just bided my three hours in limbo and turned around and went back to Seattle, all desire to see the remainder of Canada extinguished.