That loophole was closed January 1/2010. "Hunters" were buying 1000 rounds in the U.S., throwing one round out, then trying to import 999 rounds into Canada. The BATF ended that.
Your hunting license in the U.S. permits you to possess ammo in the U.S. while in whatever state your permit is listed in, that's it. In North Dakota, it is illegal to possess ammunition unless you own a firearm, or have a hunting license. Since it's illegal for a non-resident to "own" a firearm, if you as a non-resident were in possession of your recently purchased ammunition without a hunting license, you can be arrested in North Dakota for that. Your only other exemption to that rule is if you have permission from the BATF to have your firearms with you while in the U.S. (ie. CCW or simple possession which any Canadian can get)