Thanks all for your inputs here.

It is a crazy situation, not least because AJLondon paid a different set of taxes to me on exactly the same booking...

I'll give this some thought and have also lodged a request with BMI in the UK to look into this.

Al B - can you point me to that description of XG? My reading of some Canadian government documents was that if it wasn't on one ticket you couldn't get the exemption as part of an international itinerary, but that was from a couple of years ago...