No airline is going to let you board if you don’t meet the minimum requirements to enter your final destinations. Whether it be documents (ie, passport/visa), health protocols or whatever else. If you were to board in EU, get to YUL then not have docs to enter, AC would be responsible to get you back to your origin (at their expense, though they could theoretically come back to you and try and recover their expenses after the fact). They could also be fined by destination customs if they attempt to deliver you to destination without meeting basic requirement. No airline is taking the risk - hence making sure you have everything done before boarding at origin.

if you want to cancel the last segment before traveling, you could do that, but you would almost certainly be responsible for paying fare difference at time of change - if last minute, could be hefty. Then you’d be subject to new destination requirements instead.