I just don't understand how it's legal for him to send text messages. I'm not registered as a Conservative so how did he get my number but his competitors don't.
At federal election time all parties get a list of all voters, and their contact information from Elections Canada. I assume it's true in Ontario as well.
You're seeing messages from the Conservatives because they're reasonably well organized and they're doing a decent job at fundraising.
The other parties could do it as well, but aren't. I assume it's because they don't have a decent election committee/budget, but I have no evidence of that.
The Do Not Call List exempts Canadian registered charities, political parties, riding associations, candidates, pollsters and newspapers of general circulation for the purpose of soliciting subscriptions.