In Canada, this is not the case. The Bank of Canada is not at all interested in satisfying any sort of collector demand. The last time they tried, they flooded the market with the Lasting Impressions $5 and $10 sets.
However, other countries do what you suggest in that they produce additional notes specifically to satisfy collector demand. Even the United States produces special low-numbered sets, star notes and sheets for the express purpose of selling them to collectors (although I'm not aware of many US specimen notes whatsoever).
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BWJM, F.O.N.A.
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