Assuming for a minute that bottled air is a viable solution to smog, it's only the prestige of "exotic Canadian air" that necessitates the long shipping distance. Bottling filtered air from a relatively local source might work... but only if your factory could generate net negative emissions.

And anyhow, to have a health impact, we're talking about large quantity concentrators for those lug-around supplemental oxygen machines. These look awfully small to have any impact long term:

http://vitalityair.com/products/bottled-goodness.html

Anecdotal: I once tried purchasing a similar Oxygen can at a high-altitude ski resort as a sort of "stamina inhaler" on a heavy powder day. A good puff would return one's breath to normal pretty quickly, but the can ran out after a few hours of occasional use. So, at best these can be used as an ersatz, non-medical inhaler.

On the other hand, the market for air filters is still booming.

Yeah - imagine the energy and resources needed to pack and ship bottles of air halfway around the world, all because your current country is too polluted.