Again, we have to distinguish between security procedures for vehicles and means of transportation, where giving consent is less relevant, and uses such as individuals' entertainment and location systems, where giving consent is relevant.
When Canadian automotive dealerships sell cars to Canadian consumers, they are required to have privacy protection policies that abide by Canadian law. I imagine that vehicle manufacturers could give drivers the option of changing their vehicle's parameters based on the vehicle's location, for example, if a driver were to leave Canada and go to the United States. But manufacturers could also make sure that the parameters that apply in Canada, apply elsewhere as well. I don't think that the law compels manufacturers to configure any given set of parameters.
What is certain is that Canadian law applies in Canada. When drivers leave the country, the manufacturers will probably be the ones who decide if the Canadian protections follow the vehicle, or if American law applies.