A lot of stores online ship free now in order to compete with Amazon. Also if you're ordering more than $25 you get free, but slightly slower shipping. I see no reason to have Prime.
In fact, for some of the things my partner orders (e.g. books from Taiwanese book shops) not only is there a shipping cost, but there are often surprise $20-$50 COD import duties on top of that cost, doubling the final cost of the order. That, for some reason, they can't just build into the order invoice. And because of the duties, the logistics provider (usually FedEx) usually refuses to actually do the last-mile delivery of the thing until they're paid; so we have to go down to their depot to pay the duties, effectively forcing us to do the last-mile part ourselves.
Also, even if a store were to offer free shipping at some price threshold (I think maybe some stores do for $100 here), I find that because most online other than Amazon aren't an "everything store", it's pretty unlikely that I'll be ordering more than a single item from them; and so I'd never qualify for the free shipping anyway. If I find a nice t-shirt, and it's $20... ain't getting free shipping from that.
The anecdote you mentioned would also apply in the States. Duty paid for purchases from abroad, like Taiwan. Also, much like Canada, you’d usually pay shipping for small mom-and-pop shop or boutique web stores too.
Import duties are set by the government of the importing country; Canada’s are pretty high compared to most countries, making a lot of online shopping with international shipping less worth it here than elsewhere.
Also, a fun fact: the US negotiated a sweetheart deal with the International Postal Union, such that sending parcels to the US from most countries is subsidized by the sending country’s government. So every country other than the US pays more than the US does to order from e.g. AliExpress.
Every item arriving 1 day early is worth $140/yr for most people. I've paid a lot more for a lot less (looks at Digi-Key order history)
Also Amazon Fresh (free 6 hour shipping in my location) is extremely convenient. A lot of sites charge $60 per order for the same service (overnight delivery)