Ya I was a bit disappointed that so much was missing. I know its Alpha but I was hoping that just meant a lot of the interests etc would just use the US stuff - which worked well in Canada anyway. I've switched to UK Cortana now, going to try that out for a while. At least the weather is in Celsius by default. And not minding the new voice (English accent).
I've done the same, switched to UK Cortana. I don't understand Microsofts reasoning for disabling all these features. Using US Cortana in Canada was working perfectly.
The only areas I saw issues were a lack of "recommendations" when it came to nearby restaurants, which would have been mitigated by the plethora of Foursquare data they're now adding. Time to leave alerts, news, sports, all these things are working great in Canada with the US version. The reason I switched was because I was getting sick of getting the weather in Fahrenheit.
Sadly for me personally, the thing that's still missing from any Cortana regions is a setting for transit preferences. I don't need to know how long it takes to drive to get to work or an appointment. I take Transit everywhere or walk, and that still isn't an option.
Oh well, UK Cortana it is for now.