I find it extremely rude too.
Another thing that is pissing me off right now are Canadian retailers who keep charging us more than Americans for stuff like DVDs, books and video games even though the Canadian Dollar is now worth around 1,05 US! It's just innexcusable to find ourselves conned out of about 5 to 10 dollars out of every 20 we spend!
I got Pokémon FireRed (Player's Choice) in NYC for 19,99 plus taxes (which are at 8,375% I think in New York) while here it costs 24,99 plus taxes (which in Quebec,with the provincial tax in addition to the GST, total 13,75%!!). That's just the easy exemple I could find.
Transformers the Movie I heard is at 15 $ in the US? 19,99 here.
Kamen Rider the First available between 15 and 20$? Used to be 26,99 on Amazon.ca before being reduced 21,59.
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I even heard of tons of Canadians crossing the border to buy their cars. I can't begin to imagine how much price discrepancy there is on a CAR!