Sharing that information across national boarders would, indeed, be irritating. Especially since the method of sharing it isn't directly linked to the state laws. If anybody knows a way of finding out whether or not this is being done officially, I'd be exceedingly happy to pursue this through my representative.
As for the Canadian boarder guard asking questions...the only answer I would give would be that I do not have any guns or ammunition in the vehicle. It's none of his/her business where any of my guns or ammunition are beyond that, nor is it any of his/her business why I own any guns or ammunition. The ONLY thing that matters is whether or not I am transporting any guns or ammunition across the border.
If they don't like me saying "none of your business" to all the questions which are none of their business, they are free to search my vehicle if they wish (since they are legally entitled to do so) or to deny me passage. I'll happily leave, with their name and other identification for my records, and contact Canadian officials about it at a later date.
Yeah, they can make life difficult for me...even expensive, should the customs people decide to do things like confiscate phones, computers, and such. But since there isn't anything illegal to find, they can have at it.
Then they can bugger off.