If I had the opportunity to do it -- I would. And I agree, it's unlikely you'll get warranty coverage here. Just check and make sure the warranties offer similar coverage. That bike (Roam) is pretty bulletproof, I'd say it's not likely you'll have a warranty issue but just make sure you're willing to go the extra distance if something happens. Last question is, I assume you can't ride the Roam 0 before you buy it, or you'll have to just turn around empty handed after driving all that way if you decide it's not worth it? Just be careful of buying on spec -- not saying the Roam 0 isn't better than the Roam 2, just that it may not be incrementally worth it to justify the plan of buying it in Canada. There are worse things than buying too much bike though, I probably did too.
Good luck!