Based on the Canada Elections Act, the current legislation sets out that voters abroad can only vote through special ballot, which is returned to Canada. I think it would require significant resources and training to offer that kind of service.
First of all, I believe we would have to amend the legislation, and it would require a fairly high degree of resources, for that period, to play the role of receiving the votes. Of course, an embassy would be receiving votes from Canadians from across the country, so getting those votes back to the appropriate riding would also be a challenge. I think it's more efficient to collect the ballots and then ship them back to be further distributed within Canada.