One process that occurs during the Rate and Boundary Import is synchronization of the DZ Geocode Master table with the FipsCodes.txt File. Since this file does not contain Canadian city and province FIPS codes, the process was removing them.
This has been corrected so that these FIPS codes do not get removed.
The workaround was to set the Do not purge flag in the DZ FIPS Code Maintenance window either manually or with a SQL query.