Its done because the governments, here in BC its sportsaction, can set terrible odds (Flames will have worse odds in Alberta than they do in BC and Ontario, other way around for the Canucks and Leafs) and only allow parlays. They make a killing on it.
so its basically free money, if you are going to bet you would be far far better off doing it online.
http://www.sportsbookreview.com/Reco...t/default.aspx is a good site where you can look at the number of different reputable sports books. Most of them are very easy to deposit in for Canadians. I use Pinnacle and would highly recommend it.