The FedEx shipment only had a US address. It arrived fast (obviously with FedEx). The UPS one may have also been mailed from the US, but I have no clue. Maybe they only want returns to go back to Hasbro Canada?
As for the shipping...
For my order was way over $35 and it had:
US Shipping (Standard) - $10.94
+$25 shipping to Canada (that is right from the FAQ page)
$35.94 - total shipping charged
Some of that $25 must go to cover FedEx fees you normally pay on receiving the invoice?
My overall conclusion is: As you order more stuff, you're getting the 'better' deal.