TBH, this is about the only part about the documentation that actually got me pretty mad.
I was thankful that in my case both my employers past and present complied, but telling your current employer the real reason why you need this paperwork is like commiting career seppuku. It's just a signal to them, without context, that "Hey, this guy is likely to not be with the company for very long, so let's not really bother advancing his career or anything for the next few months because why bother paying that extra money?". Then you need to brace for being looked over for promotions, possibly go through *censored word* appraisals or minor to little salary increments, because what's the point?
For your past employers, especially if you didn't leave on good terms, it's agonizing to go through their hoops again or worse, deal with a new, indifferent HR management that doesn't care about your requirements if it doesn't line up with current HR policy. I have an in real life friend who I got to know of through the consultancy I spoke with. He got a ridiculous amount of run-around from his ex-employer, which is a large Indian IT corporation. The bureaucratic crap he had to wade through would give an Indian Government office a run for their money. At one point, he seriously considered not applying because they simply wouldn't give him the letter and worse, they were not even willing to co-operate to do anything. He somehow managed to cross these hurdles, but getting the updates from him wasn't pretty. His current job actually ended up letting him go last month just about 4 months after he got the letter because "clearly, the company and him were on different paths, which was unfortunate".
Everything else was pretty straightforward with the Canadian system and I like and respect that - the Credential Assessment, the English fluency test, etc. But the whole "ask your current and past employers for a specific letter that we want written in this specific way, covering everything in the known universe about your job because we do not want to have to process or authenticate your applications individually" is a bit annoying.