Interesting. I doubt the duty was included in the price. It was probably that the value of the item was low enough that the US customs folks let it through.
When importing products from the US into Canada, whether you are charged duties and taxes depends on the value of the item, and how it is marked. If I recall correctly, if it is marked as "merchandise" you will be charged taxes and duties if the value is over $20. If it is marked as a "gift", then you are only charged duties and taxes if the value is over $60. Of course, it is fairly common to mark something as a lower value than what was really paid, however that is considered illegal, and of course Amazon will not do that. I've found that I am generally not charged anything if I buy just a single CD/DVDA/SACD at a time, but if I purchase multiple, I am sometimes charged.
In addition, duties are charged only on items made outside of the US. Items made in the US are only charged taxes, not duty. This is part of the NAFTA agreement I believe.