You're right; police departments have various policies about this, but in the vast majority of police departments in Canada--the extreme vast majority--police officers keep their guns. I would strongly recommend that customs officers should keep their guns and go home and be responsible for them.
One of the reasons is that they don't leave their uniforms. We had several testimonies during our research from customs officers where.... For instance, I vividly remember this young female customs officer who works at Dorval saying that during her shift, she seized some stuff from passengers coming off. She finished her shift at 3 o'clock in the morning and went to her car in the middle of the parking lot. She was in uniform, on her way home, and was subject to aggression twice--not once, but twice--by different individuals. They recognized her, and there was nobody there; she was still in uniform, and they knew she was the one who had seized their stuff.
So if they are trained, they should keep their guns. As well, as Mr. Moran was saying, sometimes they are deployed to other places. It would be an extra charge to the government and not efficient to keep those guns on site rather than to leave the guns with the officers, just as we do with all the police officers in Canada.