If the state firearms license info is shared with a federal agency, then that information is available to the border people. I truly have no idea what the % of people that cross into Canada that have a firearms license in the US, but I am supposing that the numbers are fairly high. Obviously not very many get more than a cursory ask, and the agent, trained as they are, moves on to the next and or last inquiry and that's that. Some people do get invited over into secondary and, surprisingly enough, some are just outright stupid enough to have been trying to smuggle in a weapon.
The same level of protection and security is experienced when crossing into the US.
Gary Haupt