The Canadian launch isn't until May 11th. There has been at least one report of a Sky being seen in Canada. It was seen in Toronto with Ontario plates. It wasn't sold here from what we can figure. Either it belongs to GM or it was purchased in the US and brought over.
As for your dealer keeping the dealer car. I thought he had to keep it for a time. I doubt it matters to Saturn that the cars are sold out. The Sky is the launch of a new direction for Saturn and I'd assume they want to keep at least one car in the dealership to show people where it's all going. You'd better order an Aura or Outlook now or it will be gone just like the Sky was is what I'm assuming.