Of course federal-provincial co-operation is needed for this type of policy, because we're often dealing with products that are the subject of contract warranties.
Consumer protection, though, to answer your question, can mean a few different things. With capital “c” and “p”, consumer protection law in terms of the statutes provincially will require provincial co-operation. However, there is federal legislation that speaks to consumer product safety. In fact, the federal Consumer Product Safety Act is maybe one example of how the federal government could take leadership in this direction—of course, not in the absence of provincial co-operation, but in harmony with it.