Until June 2019, inter-provincial shipment of alcohol directly to the consumer was forbidden under federal legislation but then the legislation was repealed. It was now possible for provinces to pass enabling legislation to permit this practice. Unfortunately, the majority of provinces chose not to and currently, only BC, Manitoba, Nova Scotia and Saskatchewan allow direct-to-consumer alcohol shipments into their jurisdictions. Ontario has recently amended its laws to prohibit the possession of wine that has been imported from other provinces unless the transaction was handled via the LCBO.
The result is that it is currently impossible for the Ontario wine consumer to support small local wineries in another province even though direct-to-consumer sales have become their lifeblood. Even if you can purchase wines from other provinces, the LCBO will charge you the same import duties as if the wine came from a foreign country.