I'm actually from the Infiniti Q50 forums and I just created a Q60 account just to browse and chat here too.

I ran into this thread and decided to give my 2 cent. Deciding on if you need a Heat Exchanger really depends on location of where you live/drive, weather, and how you drive.
I honestly don't think you need a heat exchanger if you live in Canada and its cold most of the time. I'm basing this on personal experience as someone that lives in cold weather, like yourself.
I live in San Francisco Bay Area. San Francisco is know to literally be 50-60 degrees year round. Right now - we are in our "hot month" which is 65s average and that's not even hot. Not even warm by LA standards. To highlight this even further, my weather app (based set to zip code) shows my location at 57 degrees right now (remember this is our "hot month"). For literally most of the year, its 50-60 degrees and during the winters, it goes below 50 sometimes... The warmest is if you drive to San Jose and San Jose is not even that hot, to be honest. Not hot like LA.
I have done pulls and runs on the freeway (101 and 280) to work before. I have done continuous and multiple pulls/runs in the same time frame. I have done spirited driving. And I have also done a few drag strip runs in Sacramento. I have never once experienced heatsoak in the weather conditions I lived in with the mods I have.
Note: I probably didn't experience heatsoak drag runs because I didn't stay at the drag all day. I did a few pulls (with break in-between each).
I personally would only recommend someone to get a heat exchanger or tell someone to get it if they live in a hot area, do heavy spirited-driving, and heavy lap sessions. So if you are in a cold area, you do spirited driving, and never track your car, you would not need a heat exchanger. I would recommend you skip the heat exchanger and save the money for other mods.
I also want to note that when I bought my tune from AMS awhile back. I discussed with them if I needed their heat exchanger too. From what we concluded, they told me if I ever plan to track (continuously do lap sessions) with my car, or do tons of "intensive" pulls in hot weather then I should get the AMS HE. However - if I don't do continuous lap sessions and I'm not doing pulls in hot weather, I can skip the AMS HE.
Only recently I bought a AMS HE because I got it used off my friend. And I'm considering doing track sessions.
Like Bevo said, heat exchanger will play its biggest role in track sessions because you are continuously driving fast for long periods of time. But if you aren't doing that, you should be fine.