Who is they? For example, Credit card companies will know. If debt is transferred to a collections company, they will just wait for you to return. If you open a bank account or apply for a new credit card in Canada then it may trigger that you owe a collections agency. If over a year and you have returned to Canada, then you can declare bankruptcy if you can’t pay the debts.
Canada is not like Middle East or some other nations which need an exit permit or valid visa for exiting. Here there are no exit passport controls and it is perfectly legal to leave after your visa is expired. No one is or will be stopping you from that.