Pigmeat is correct about the typical policies and practices in the US.
I'm only familiar with US regulatory agency policies and practices in general, having worked for federal gummint regulatory enforcement agencies years ago (not the FCC, and never any *law* enforcement agencies, which operate very differently from civil regulatory enforcement agencies). Federal budgets are tighter now than the period up to around 2000. Budgets were already being slashed back in the 1990s when I worked for the feds, and after years of pro-business/anti-regulatory GOP dominated administrations and legislatures, most federal civil regulatory agencies are weaker than ever. Mine, in particular, was a paper tiger. We depended heavily on the power of persuasion, but didn't resort to overt or implied threats or bluffs.
Generally speaking, US regulatory enforcement agencies depend on the cooperation of the persons, businesses or organizations being investigated. Without that voluntary cooperation, regulatory agencies usually must obtain a warrant through a federal magistrate to compel an investigation or inspection. Even then there have been instances when persons, businesses and organizations declined to cooperate with warrants until US Marshals appeared, and attorneys for both sides got involved. It's pretty rare for a regulatory enforcement agency to flex muscles or physically force themselves into a situation. This isn't like the federal criminal law enforcement agencies -- FBI, DEA, etc.
As some civil rights attorneys advise, it's usually not in your best interest to cooperate with such investigations or inspections beyond the absolute minimum required by law. And there may be certain complications in some states, counties and municipalities where local authorities have more clout than feds. Operating outside the "shortwave" HF spectrum may subject the broadcaster to such local and regional authorities, which makes FM, mediumwave, etc., a bit more tricky than the typical shortwave broadcaster.
As Pigmeat said, if you're not a US licensed amateur radio operator, you haven't agreed, by default, to comply with inspections of your station, etc. If you're not a ham, there's no reason to cooperate with FCC requests or implied demands to inspect your station. While it's difficult to remember under pressure, there's no reason to even discuss it, or say things like "Well, yeah, I have a transmitter, but it doesn't work or I'm not using it," etc. Just say nothing. Thanks for stopping by, but no thanks, see ya. Keep on protecting us from the "dangerous aliens", to quote Agent K in Men In Black.
https://getyarn.io/yarn-clip/1bb8135f-7418-4690-b05a-017efc5380a3#ChJjbkGT.copyAnd don't interfere with local emergency agency comms, air traffic, etc., or authorized HF stations that are recognized as legitimate by the feds, notably the various utility stations. Find out where MARS, military field exercises, etc., operate, and avoid QRMing them. With online chats, email and SDRs it's easier than ever to get immediate notification from listeners of potential interference with official transmissions on unexpected frequencies and times.
No idea about Canada, other than articles on enforcement activities that indicate they have more enforcement authority in some areas, due to differences in Canadian constitutional philosophies.
Finally, and strictly in my opinion, the only likely scenario in which the FCC or other federal agency -- regulatory or criminal law -- is likely to compel the investigation of shortwave pirate radio is if the station broadcasts material considered seditious or inflammatory in a way that might be considered a public threat.
But considering the overtly anti-government and paranoid conspiracy theories that make up much of the content of licensed shortwave broadcasters in the US, and the eccentric behaviors of many hams, it would take quite a bit for the feds to worry about on air rants from low power pirates whose broadcasts can barely be heard with a typical portable radio. WWCR, WBCQ and its ilk built its base on borderline seditious and inflammatory polemics for decades. That was their bread and butter, in addition to apocalyptic evangelical hucksters and goldbugs, since the early 1990s. YouTube and Reddit contain far more of that stuff than radio ever did.
There are some YouTube channels run by, and catering to, a younger demographic of "survivalists," for lack of a better generic term, with emphasis on the potential use of radio for emergency communications in the event of a societal collapse. But those types have always been around. I knew some back in the 1970s when I was in the military. Every generation has yet another iteration of folks who anticipate a societal breakdown and the need for preparedness including radio. Hey, at least it keeps the craft going. If they never use it for anything other than LARPing, maybe they'll get bored with the survivalist games and use radio for creative pursuits. And the two aren't mutually exclusive. Even ninjas in the trenches need a little entertainment.
Until or unless we're ever under actual martial law, which doesn't mean temporary curfews, etc., we're unlikely to see FCC agents accompanied by fed SWAT teams busting down doors to confiscate gear and old cassette tapes and CDs of long-dead wannabe insurgent types.