Just speculating but: Rogers. They own the GSM networks here and they are utterly awful. Worse than AT&T.
My Rogers connections are fine. They fast, but expensive. I bet Rogers has something to do with Amazon not coming to Canada sooner.
Bell/Telus are launching a GSM network soon (in November). Maybe (hopefully?) the Kindle will launch on their network.
I don't know, but something I read a few months ago (can't remember where) and one of the comments on the linked article suggested that it is because of the way cell phone fees are structured in Canada; Amazon can't afford to download books without charging extra, and isn't interested in the hassle of changing its system for a minor market. I have no idea if this is true, but it fits what little I know.