See, I believe exactly the opposite. You can definitely have Mary Sues in canon--sometimes they're even done in such a way that it doesn't matter they're a Mary Sue. They can even upset the balance of canon, despite being in canon. I loved reading somethng where apparently an editor of Madeleine L'Engle criticized her character in exactly those terms--X is always right, she lectures even adults on right and wrong, everyone loves her but she's completely insufferable. Luckily L'Engle changed this, but it still seems like the criticism is the same--you've written a Mary Sue here, and we don't like her!:-) So I tend to think of them as canon creations first with the fanfic version just being a secondary one, one that's probably more easily spotted and abused.