Thanks guys.
So to confirm, I did try to return my Air to a Canadian store. When the SKU was entered and search, they couldn't find it. That's when I said that it was bought in the US.
The person helping me ask someone at the back if the return is possible and the answer is that their system is not equipped to handle the return. Disappointing but oh well.
I don't have apple care so if the machine breaks then I have to travel across the border to have it service/replaced? Or is that a totally different scenario?