I have taken Hertz rentals into Canada a number of times with no problem whatsoever. Since this is a pretty common occurance I doubt any of the other companies have restrictions against it. Nor have I ever had a customs agent ask me about ownership of the vehicle. Occasionally they conduct a search of the trunk and passenger areas, but anything more than that would only happen if they really suspect something is illegal.

FYI, if you drive from Windsor to Pt Pelee through Amherstburg and along the lake, the drive is much nicer than the direct route. You pass a couple of winerys and some nice scenery.