Don't say sponsorship. It implies that the employer is somehow responsible for you. Read http://www.hrsdc.gc.ca/eng/workplaceskills/foreign_workers/supperimm.shtml to find out what the employer will have to do to apply for your LMO or AEO. Then try to explain it to them. If you want an AEO, tell them that you need a job offer to facilitate your immigration. They are not obligated to hire you when you get to Canada but if they haven't filled the position yet when you arrive, then great. If you want an LMO, then you have to tell them they need to apply for it so you can apply for your work permit. No way around it unless it's one of those jobs that doesn't require an LMO.