The problem for that particular brain genius was that they declared, to the immigration officer, on landing, that they didn't intend to live in the province that nominated them, but rather in another (the one they were landing in). As for why that's a problem, your PNP nomination probably came with some conditions attached, one of which will be along the lines of 'Applicant must continue to demonstrate ability and intent to economically establish in [province]'. It's kind of impressive, really, actively managing to wreck everything at the very last possible moment.
So long as you're not so blisteringly dim as to declare out loud that your provincial nomination is just a worthless piece of paper to you in the immigration hall at Pearson, you'll be fine. From the officer's perspective having tickets for onward travel will make it more of an open and shut thing but, hell, I'm sure people have just rented a car and driven before. As long as you're comfortable explaining what you're doing, just tell'em.
