You can... but the sender then has to pay the return shipping and often won't refund what you paid for the item.
I've seen CanadaPost / USPS get increasingly sticky about this. It used to be a $5 handling fee, so they probably only routed things that way if it made sense to them... now it's $10, so they're routing more there.
It also might depend on the port of entry and destination. In Alberta, we're less likely to get dinged for it as it's only 5% GST. Other places where there's 12%+ HST are more of an opportunity to generate revenue.
As for the question about not knowing the price -- we can make some good guesses. Local sales tax (varies by province) + (rarely) duty at a couple percent + handling/brokerage fee. The handling/brokerage fee depends on carrier -- cheapest is USPS/CanadaPost - $10. I've seen $50 from FedEx in the past and $75 from UPS.