I think you're right, @you&me , and your thoughts are insightful and knowledgeable. We're doing a bad job at internet-ing by making this a reasonable discussion instead of finding a conflict and throwing feces. But I digress.
The McLaren situation is so unique...I don't think anyone has attempted to compete in that market without decades of retail automotive experience, and a ton of battle scars: Ferrari, Aston, Lambo, and PorscheGT/AudiR8 (recently). McLaren's real challenge in your "start slow" scenario is that it would be enormously capital intensive to sustain a high-volume retail environment, but remain a low volume manufacturer. They needed the original sell-through volume to build out and justify the infrastructure. It kinda, sorta worked.
In terms of the Canadian vs American market, I think there are pretty big structural differences that account for that, and cultural difference. For instance, Americans have access to MUCH better financing systems for cars (Penfed, etc), compared to Canadians. Exotic car lending in Canada is hilariously rudimentary and expensive. So Canadian dealers and people flipping used are limited to cash payers, or people with their own assets and credit facilities. In addition, Americans are far more inclined to punch up their weight class when it comes to an exotic car (in addition to being able to finance them). So you get people with relatively less wealth spending a larger % of their income on a car like a McLaren. The upshot is that I bet the average McLaren owner in the US is probably a 1%er (or maybe less), and I bet the average McLaren owner in Canada is a 0.1%er in terms of earning. (Use whatever figures here you think make sense). Combine that the higher inherent population and volume differences, and you have a much more transparent marketplace.
Also: the owner's/dealers attempt to manage pricing on the supply side is failing miserable. A 570 search on autotrader is on of my bookmark tabs which I check daily. And it's the same old cars sitting around month after month. Every once in a while, they adjust it by a few thousand. Someday you're going to have to realize the paper loss guys. I haven't even bothered to put offers in on cars, as I'm sure I'd be perceived as an asshole lowballer.