The "specifications" section says "safety listing - not listed" and the device label is distinctly lacking any official mark from ETL, UL, CUL or CSA. There's a difference between "claiming it meets" and "actually being tested and listed" and they hope you don't notice that.
Doesn't have this official mark, which it surely would if the alleged CSA certification was done by CSA, not random third parties:
Also missing the UL mark, but they only claim "conforms to" not certified or listed for that. Weasel wording of the finest order.
The sort of device can be fine. That particular instance of it - not fine.
Seems odd for a brick and mortar store, but perhaps Lowes has piled on the "list direct import stuff that's not sold in stores and not really sold or imported by Lowes" train.
Given that a 6-20 is not going to be a mass-market adapter, you might consider putting a small subpanel on the dust collector body with a two-pole 20A breaker in it - build your own from known good parts.