Last summer, I discovered the fun of Black Powder, and did a bunch of purchases, all Factory Guns. (ie Italian or Spanish made). I also did lots of research on what one could get in Canada. As you mention, Cabelas, and Wholesale Sports both sell the Traditions Kentucky, but in flintlock, and around $360.00 before shipping & taxes. Le Baron, a company with stores in Quebec and Ontario sell the Lyman brand of rifle, but no Kentucky. During the fall, I called Bass Pro Shops in Vaughan, Ontario, part of the American chain. They had a Traditions Kentucky Percussion, in kit form, for around $330.00. All the previously mentioned rifles are in .50 calibre, quite the popular calibre in Canada. A place called Shooters Choice (the Gun Room) in Kitchener, Ontario, sells the Pedersoli line of BP Guns. Their Kentucky percussions go for $570.00, their Kentucky flints go for $610.00. Ellwood Epps in Orillia, Ontario sells various brands of BP Guns. Marstar sells/sold Armisport, and Pedersoli; but I understand one or more of the Italian factories have had some labour issues, which has reduced availability. When doing your own research, ensure you understand the difference between Traditional Muzzleloaders, and the Modern Inlines. I believe you will want to stick with the Traditional MLs.
May I suggest you also consider the purchase of a flintlock, in addition to the percussion. Once you try both, you will not want to give up either.
I hope this helps.