Can non canadian apply H1B Visa in Canada?

Hi,
My name is Candy, and I have a general question regarding apply H1B visa in Vancouver:

I'm a Taiwanese citizen, currently working in USA with H1B status. My H1B Visa has expired even though my company has extended for me (and I have I-797 in hand). I usually need to go all the way back to my native country to renew my H1B Visa.

So is it possible I can just go to Vancouver to renew it instead?

Generally, you can.

The U.S. Consulate General Vancouver replied me through email by saying:
Anyone physically present in our consular district (British Columbia and the Yukon) may apply for a U.S. visa at the U.S. Consulate in Vancouver. An appointment does not guarantee that a visa will be issued. Each visa application will be adjudicated on its merits. Visa approval is not assured, and even if otherwise issuable, necessary administrative processing may delay visa issuance to some applicants for anywhere from a few days to several months. Therefore, before applying for a visa in Vancouver, please give it careful consideration. Visa applicants are always wise to arrange their affairs with a worst-case scenario in mind.

Sounds really risky and unfair isn't it? Since U.S. immigrant department has issued an official extension of H1B for me, I should get my visa without delay nor risk. If anyone has similar experience mind to share with me? Thank you!
-Candy

Why? This is standard information.

They would say the same ion your home country.

The only risk in such cases is that if a small possibility exists of not getting visa in Canada, the person has to directly fly from Canada back to home country which is often a great inconvenience and often expensive to buy ticket at a much higher price.