If you're in Canada & you purchased a phone from Amazon, it's quite likely that you didn't purchase a Canadian device. Amazon often sells US & International phones on their Canadian site.
This would explain why the IMEI is not recognised by Samsung Canada.
It's either that or, the phone has a "Blacklisted" IMEI which would mean that the device was either stolen, or Blacklisted for non payment.
It's more likely to be a non Canadian device though from Amazon Canada.