Why do you want to apply for a SIN in Montreal if you are immigrating to ON? This may raise eyebrows in Montreal because when you apply as a skilled worker, you state that you are not planning on living in Quebec. If you wanted to immigrate to Quebec, you should have applied as a Quebec skilled worker.
If you have some other reasons for wanting to apply for a SIN in Montreal, say extended vacation in Montreal before you settle in Ontario, you can explain that when you apply for a SIN, that is if you are even asked. If you are planning on settling in Quebec instead of Ontario, it would be advisable to land in Ontario, apply for your SIN there and then go to Quebec.