Yeah, it's for security, so the thought of "suing gas stations for discrimination" is ridiculous. Luckily, this idea probably wouldn't occur to most Canadians -- "enterprising" citizens pursuing litigation jackpots despite not being aggrieved in the least is still mainly an American phenomenon.

Gas stations are not the only place. Most e-commerce sites on the internet require complete addresses, including zip codes, to accompany credit card purchases. They seem to authenticate the address based on the numbers in the "address" field -- so if your address is 123 Main Street, or P.O. Box 123, you can type in "123 none of your business street" and it will be accepted. But zip code is usually a required field.

So I have difficulty using a credit card issued in the UAE or Qatar on a U.S.-based merchant's site, as these locales have no zip codes. I just put the number associated with the address (which is a P.O. box, because, at least in Qatar, they don't even have a street addressing system, believe it or not), and any state and a zip code of 00000. That almost always works. Or, some places authenticate that the zip code is a valid match to the city and state, so as long as those are internally consistent, they don't have to match the actual billing address of the card. (This is especially a pain on United Airlines's site -- which does not even have "Qatar" as a valid billing country even though they serve DOH. I use the method described here as a workaround in using a Qatar-issued credit card.) Sorry for the off-topic ramble.