Just to be clear - it's not who delivers the parcel that determines if there is an extra charge; it's whether the sender collects taxes and duty before sending it or not.
Craftsy, no matter who they ship by, adds on tax and duty to your order, so there will never be an extra amount due. Connecting Threads does the same. They remit this to the Canadian government on your behalf.
Other companies that do less business in Canada do not have a system in place to collect and remit taxes and duty to the Canadian government. They just send the parcel (by whatever carrier), and if it gets flagged when crossing the border, you will get a bill for taxes and duties, as well as a brokerage fee of $5-10.