It isn't a small premium at the moment (13% or so). If we do pay in USD then we'll still pay extra because of brokerage fees. So again, in the end, even with shipping you're still paying less being in the US.
Obviously, you (Canadians) do not understand that Canadian problems are owned by Canadian voters. You built that. Your higher costs are a consequence.
You are not entitled to special benefits from American companies, just because of it. Most important, that is not justification for DigiKey to pander to you at the expense of Americans.
What a steaming load of nationalist condescension.
What you get in USA is domestic economies of scale unknown pretty much anywhere else. A consequence of this is that many US businesses often don't bother to optimize sales processes for foreign customers -- indeed, they're blithely unaware that things can work differently abroad, and that small changes in procedures would improve things a lot. (And when they do, you get goofs like you, getting their panties in a twist...)
Businesses that do lots of foreign sales from their home base (as opposed to using a local subsidiary or distributor) will make changes to "pander" to their customers abroad, because it makes sense. For example, allowing their order systems to bill in the customer's currency (so they don't get the extortionate exchange rate from the credit card issuer), having a good selection of shipping options (since no one shipper is optimal for all destinations, for a given service level and package type), and customs pre-clearance.
Amazon is a great example in the B2C space: for customers who don't live in a country with an Amazon presence, their AmazonGlobal program handles both currency conversion (using sensible exchange rates) and customs pre-clearance, so that the grand total at checkout is the absolute maximum you will pay. No surprises at customs, no surprise charges from UPS, etc.
Pitney-Bowes offers a similar service for smaller vendors who can't justify the expense of setting up such things on their own.
In B2B, DigiKey does pretty well. They also do customs pre-clearance to eliminate all the surprise fees. (Nb: I've been unable to find out conclusively whether Mouser does or doesn't. If anyone knows, please let me know!)
And before you dismiss me as a bitter foreigner: I'm an American who's lived about equally in USA and in Switzerland, both places as both child and adult. So I've gotten to experience mail order from both sides.