The perennial favourite is cancellation as Problem With Address.
He can leave feedback on cancelled transactions though.
Are you able to leave your house/business and carry the parcel to FedEx? Can Canada Post offer the same service?
OR CROSS BORDER TAXES TO THE USA
This might also be a problem.
Many states are now collecting sales taxes from online buyers. EBay is doing this and it has no impact on sellers, except when the buyer is determined to be a pupchoote.
Sales taxes were not charged in the past but the states figured out how to do it, and the US Supreme Court agreed.
Feedback is not used by eBay to assess seller accounts. The FB might be read by a future buyer, but if he sounds crazed in his FB, it will not reflect on you.
FB is voluntary. You don't have to reward him with any.