They got married in
Asia several years ago is the problem though, not on this trip to the US.
Unfortunately, because you did not include the I-485 with the I-130 and you sent it to the service centre rather than the Chicago lock-box, you're stuck with the CR1 process now, and won't be able to adjust status. I don't think you can change options now, you would have to cancel the existing I-130 (with no refund of fees paid) and re-submit another one *with* the AOS pacakge and new fees of $1010.
With your current processing situation, you will have your interview in Montreal, so you will at some point *have* to leave the US and return to Canada. You will have to get your medical exam done in Canada, and will have to get Canadian police certificates, as well as from whatever cities you lived in in Asia, and your Canadian long form birth certificate, all before your interview. Some of these documents may take a while to gather, so you probably want to get working on that now. The medical however, you cannot have done until you have your interview schedule letter. Most panel physicians won't even schedule you in without the interview file #.
Again, see
Visa Journey for ALL the information you will need