It depends what service you use and where you are shipping... regular parcel mail doesn't include tracking, nor do small packet air and small packet ground shipping. Expedited Parcel to the USA, Xpresspost to the USA, and Xpresspost International all include tracking.
^
Maybe what he meant was that tracking wasn't available for the amount you paid for shipping.
A lot of our US neighbours fail to realize that shipping costs are dramatically more expensive in Canada, mostly due to lack of competition and the fact that our largest shipping company is also a crown (government controlled) company.
I just shipped a pair out as a gift to a friend on the east coast of the USA today and postage came to over $30. The same well-package parcel coming the other way using USPS would have cost less than $20 under most circumstances and made it here a few days faster.