That, I'm afraid, is correct. Most factory-unlocked Notes do need to be activated on the region they were meant to be on sale in. But if this is a unit that some one else unlocked, chances are they're already activated since they have to put a SIM card in to unlock it.
The seller should be able to tell you which region this phone is meant for. Maybe Canada is part of that region. For instance, mine was meant for Mexico, but the same region included Brazil, Colombia, and a bunch of other countries.