So I found this old post that said one needs to install a new Canadian specs headlight switch, and the conversion is done.

I spoke to a service guy in a Toronto dealership and he said that this only works in 50% of tha cases, and that sometimes an ECM reprogramming is necessary in addition to the new switch. I'm posting this for the benefit of other Canadians who might go car shopping in the US.

Now, the prices I am being quoted by the dealers are in the $160 (Canadian) range. It's a bit steep, I find (and yes, I realize it's par for the course, Jaguar and all), so I am wondering if anyone knows a better place to get one. All my usual US-based car part purveyors don't carry them, for obvious reasons.