Is it out of the question to go across the border given that big of a difference? Or is that prohibited?
Three problems:
1) There's bureaucracy involved in importing cars. You need to get a pile of paperwork from the US subsidiary of the manufacturer, get the odometer/speedometer replaced with a metric one, get it inspected afterwards, etc. Plus there's duty on non-NAFTA-built cars, etc.
2) You lose the financing options. If you wanted to lease, for example, which seems to me like a good idea on the Genesis (their lease offers in Canada are way better than anyone else's post-Great-Crash-of-Nov-2008, and honestly, who knows what the resale value of the car will be?), you can't do that. Same with the low-interest subsidized financing loans...
Basically, if you don't have cash or something like a HELOC letting you borrow $40K, good luck finding the money to do it.
3) Many manufacturers do not honour warranties on US-bought vehicles up here. Audi is one exception; I don't know about Hyundai. My dad just had his Lexicon amp replaced - dare I ask how much that would cost if he had to pay for the part? On a first model year, new design like the 09 Genesis, again very very risky.
In other words, for $4000, it's not worth it. If we were talking $10,000-12,000 on a German car, it'd be a different story. Hyundai's Canadian pricing really is excellent - a 10-12% difference between US and Canada is amazing (I guess one reason it's so little is because they don't give us the leather dash!). On many German cars, it might be 30-35%.