Ah, I think I know why the Canadian car needs to leave, and how it got there.
I don't think National allows booking a one-way from Canada to Providence. However, Canadian cars are probably allowed to travel into the US and vice versa. If a Canadian visitor broke down in Providence, the nearest location would probably assist with a breakdown exchange. Eventually the car is repaired. But, due to import laws, I'm pretty sure a Canadian car can not be rented locally in the US and vice versa, except perhaps for certain circumstances. It's not like the time in June a few years ago when I saw the HPN National and Hertz parking lots with almost every single car having FL plates, since it's still the same country.
The Canadian car most likely needs to either be sent back to Canada, or to a border city. Canadian citizens renting in the US but driving into Canada are required by Canadian import law to drive a Canadian-plated rental car, so the border cities tend to keep some around. The rental company probably asked if you would agree to take the Canadian car north since it's at least in the general direction of Canada.