I claim no knowledge about importing rock from the USA to Canada - you're on your own for that.
IMO, the disadvantage to getting live rock via delivery is not being able to pick out the shapes that you want. You'll get LARGE or small pieces based on what the distributor has available. Aside from that, you can generally get some good prices (even with shipping) from internet companies.
As for 'die off', YES - you will have some but this is easily accounted for by not putting the rock into a tank with any creatures. If you are using it to cycle your Display Tank (DT), then unbox it, scrape the rock with a toothbrush and some premixed salt water, then place into the tank with a good protein skimmer for a 'few weeks.' If you want the rock to supplement an existing tank, due the same thing but in a bucket/trash can (clean !!!)/other tank and let it cycle for a few weeks.