For example, if I as a Canadian took a sail boat with infinite supplies, left Halifax, NS and did a giant loop of the Atlantic Ocean never getting within 200 NM of any other country (thereby leaving both territorial waters and the exclusive economic zone), do I have to report to Canada Border Services Agency upon returning to Canada?
Yes you will.
Even when you go out for a trip of a few hours and return to the same port you left from, you can be asked to go through the full checks. When having been away long enough to have been in international waters, it is almost certain that you need to report to the border services at the port, or at least call in to the nearest office if there is non in your home port.
For a trip of more than a few days you will certainly need to report to the border or port services.
Just like that for any flight out of your home country, on your return you will need to pass through immigration and customs, even when you just transfered abroad to return to your home country.
They can see you come in from abroad, they can not be sure what you did when they did not see you.
Months at sea makes is almost certain that you will have interacted with other people, border security people will assume you have whether you did or not.
To add to the answer above:
Yes, you would as the Customs have no means to verify this. But even if they were sure you're telling the truth, they would still need you to go through procedures:
To ensure that you are still eligible to reenter Canada after leaving. Even citizens sometimes are stripped of citizenship by the court orders;
To ensure that everyone on your vessel is an eligible for entering Canada. Even if you left alone, you might for example have rescued someone at sea - which is your duty as captain;
To ensure that you did not bring in any contraband, and to charge proper duty on dutiable goods which you have acquired from other vessels at sea (in international waters) or salvaged from the sea (such as treasure you retrieved from a sunk ship);
To ensure that you are not bringing animal/marine products from your own hunting/fishing activities;
To ensure that your travel purpose was lawful, and you were not for example participating in activities which are considered a crime in Canada (for example piracy in international waters).
Not in the UK. If you don't land in another country, you don't fly a Q flag and clear customs. They could still board and ask where you've been, but yachtsman sail offshore all the time without clearing customs. (There are several races, such as the Fastnet, which round marks offshore and return to the UK without stopping).