I am sure you are correct in that the new regulations put a premium on the CDL license qualification and there probably is less people looking to get qualified now although I believe that there is a certain amount of government funding available for Canadian citizens who wish to get qualified in some circumstances but on the whole the net result of the new regulations seems to be that potential employers are much more reluctant to fund training now especially as that funding would be on top of the cost of obtaining an LMIA work permit, etc…
Regarding preference of provinces in Canada, I would say Manitoba is a good choice mostly due to the cost of living and amount of opportunities for long haul trucking jobs although I freely admit to being biased having lived here for over 12yrs from being a new immigrant on a work permit right through to being a Canadian citizen.