Yes, I had to go set up the payment method for the 1-click, too. The US address is my active one on Amazon. I had read a rumour a long time ago that they were going to offer free Kindles to Amazon Prime members or something (which we were because we did a lot of traveling in the US) so I made sure my active address was a US one, just in case!
We also have a US billing address added to our Canadian credit card for stores that require it. But, it's not the *only* address associated with that credit card, so that might be part of my particular problem.