Seems like a good idea but I doubt the data is very accurate. I live in Montreal which is well known to be one of the cheapest places to live in North America (very cheap housing, very cheap energy, etc.) but WA puts Montreal as the most expensive?
http://www.wolframalpha.com/input/?i=cost+of+living+in+mount...
Higher Taxes. Quebec has generally higher taxes vs. the rest of canada, and places like washington have no state income tax. Also the locations it could be comparing could be downtown metro area's and their costs. 3km away from the downtown core and you get a huge drop in price.
WA has good data on cost of living in the US, but I don't think it has comparable data for Canada. For example, if you take out a few of your terms there you'll see that for Toronto it's using the US national average, which is way off. If you try and check their sources, all they list is http://www.coli.org/, which has US data only.