Activate Apple Watch 5 with the cellular

There are 2 Cellular radios used in the Apple Watch. The North American (Canada, U.S. Mexico and Puerto Rico), and the rest of the world.

https://www.apple.com/watch/cellular

In addition, because you got your Apple Watch in the UAE, ECG will not function until the UAE government approves the ECG app.

https://www.apple.com/watchos/feature-availability/#branded-ecg

And just for fun, Walkie-Talkie may not work, since it is based on FaceTime audio calls, and I think FaceTime is prohibited on UAE sold Apple Watches (this last part I'm not 100% sure of, so if Walkie-Talkie works, I apologizes for the FUD).

https://www.apple.com/watchos/feature-availability/#branded-walkie-talkie

What they are saying is that your watch isn't compatible to work in Canada,the watch will operate as if it was a GPS only version,the cellular part of the watch will not work.