But I am logged in and have set a default shipping address. So either it's different depending on country, or it's because this item is a fulfillment item, or if you're also in Canada and looking at the same item... I don't know, I guess Amazon just doesn't like me?
It's not just you. I get the same behavior. Logged in with default shipping address (Hong Kong), but only find out on proceeding to checkout as you described.
