Further, shooting at wildlife without the proper tag or hunting licence will cause some grief even if the reason is self-protection.
In Yukon, shooting a bear without a tag (which can't be had without a hunting licence) and out-of-season means taking the time to report it and turn over the carcass to the authorities. And they'll want to be sure the bear was threatening, not just giving you the evil eye while strolling by. The bureaucracy of the process will mean a longer stay in Canada. If you don't report it and the carcass is discovered it will prompt a broader investigation.
On both sides of the border it is a serious matter to shoot/kill without the proper paperwork in place.