I exported /imported to Canada in September 2018 my spouse's (PR) 2014 GLK250 diesel produced in Bremen for USA and imported from Germany with Overseas Delivery Program. She likes the car and we intend to keep her as long as we can. So, the German car made for USA - this is USA vehicle. The vehicle was included in the Goods To Follow List and was imported to Canada without any duties...
I went trough RIV program , did change daytime running lights ($300) and inspection ($180) at the local Windsor MEB dealer.
We use the vehicle since. Could be the issue with Mercedes support, since in Canada ( Canadian plated/insured) the Mercedes still consider the vehicle as US vehicle and the latest re-call I had to do in Detroit, in US Mercedes dealership.
If you cannot go to US to do export - somebody else can do it - I did it for my spouse's vehicle (her car) with my passport only. Nobody asked where is the owner, just stamped the Title and I proceed over the border to import.
At the end you can run your numbers - currently with US/Canada exchange rate ~1.45 you probably can buy car in Canada using US funds cheaper than in US even with 13% sale tax in Ontario and 6% or 7% in US.
BUT for your 2016 CLA 250 I would keep the car (if you like her), rather than spend $40K on another one. I do not know your circumstances, but it also could be a problem with credit in Canada for new PR.