A nonimmigrant visitor (except people here for hunting or training or with dignitary status) has to be in the country legally for at least 180 days before they can apply for an exemption from the gun and ammunition purchasing prohibitions on them. But I am unaware of them being required to get an exemption to purchase reloading components. At least, I didn't spot one in as much of the law as I read. Perhaps someone else will tell us otherwise and provide a link that proves it.
As far as carrying primers and powder or other reloading supplies into Canada, it may be different for an American Citizen to do it than for a Canadian citizen to do it. I notice the personal use regulation in that link requires the components be kept in the possession of the person bringing them in. So it would be one thing for a Canadian citizen to bring in a slip of 5,000 primers, but it looks to me, from the way it is worded, that an American could not bring them in for a friend or family members living there. That may be what std7mag has in mind.