The Canadian government is not obligated to prosecute every infraction. The fact is, celebrities have commited crimes on camera before without being prosecuted. And like you said, they didn't have any evidence that it wasn't a staged incident.
No, but they certainly would prosecute if the violations were widespread and a result of a deliberate Wal-Mart policy. For it to be 'easy' for an American to buy ammo, the conspiracy to violate Canada's gun laws would have to be more widespread than a single Ontario Wal-Mart.
Unless there's a conspiracy at Wally world to thumb their noses at Canada's gun laws, it's not that easy to buy ammo.
Hell, Wally World checks ID for ammo sales here in Indiana, much less in Canada where it's the law.
Moore didn't state the sale was legal, but neither did he state it was illegal.
If it was illegal, he probably would have said so by making a crack about how the laws are ignored with impunity by Canada's gun owners.
As presented, the scene gives the viewer (and I *have* seen it as I have the movie on VCD) the impression that there was nothing unusual about the sale and that it was SOP for Canadian ammo sales.
It's not.
We can argue this all day but the impression Moore meant to convey with that little clip was just how easy it was for an American to walk into any Wal-Mart and buy ammo with no ID.
If it was illegal, it wouldn't be that easy.
And if nothing else, the clerk wouldn't be so stupid as to be filmed making an illegal sale. This wasn't done with a hidden camera. There was a whole camera crew trailing along with him.