There is the analogous case Kearney v. Salomon Smith Barney, where individuals from an all-party jurisdiction sued an entity from a one-party jurisdiction for what would be illegal recording in California. This was a lawsuit, not a criminal prosecution, and the primary question there was, whose laws should be applied? In analyzing the conflict of law issue here, the courts focused on the difference in impairment of governmental privacy issues. The court reasoned that Georgia's privacy interest was not impaired by applying California law, but California's privacy interest would be substantially impaired by applying Georgia's law to California. An important thing to note is that there was no issue of "the rights of the individual to do whatever they want". The closes that one could come was that the court also considered whether "conduct that might have been undertaken in reliance upon another state's law is unlikely to undermine significantly the California interest embodied in the applicable invasion-of-privacy statutes", that is, can those in Georgia reasonably know that California law would be applied to them.
The concept of "choice of law" is not limited to the US and interstate relations, it is an international concept. The fact that someone is in Canada will not affect anything in a court's decisions to apply Canadian vs. California law. Because of Kearney v. Barney, the world is on notice that you can't secretly record people in California, and that is how the California courts will act. This does not depend on whether the recorder is originally or habitually from California, Washington, Wyoming, or Lithuania. Under California law, the recording would not be admissible in California courts. We might conjecture that a Wyoming court might be sympathetic to the "it was legal in Canada" argument, but irrelevant because the aggrieved parties are suing in California, not Wyoming.