I haven't been to Canada in a long time, but I'll bet that federal and provincial taxes are responsible for the high prices. Canada, like the US, puts "sin" taxes on alcohol and tobacco--supposedly to "discourage" consumption, but really to raise money.
If you ever get to Mexico, you'll be pleasantly surprised at what beer costs there. Cognac's expensive everywhere, especially by the shot. Try ordering Armagnac, or the locally produced brandy.