In theory yes in practicality no.. a visa only considered if it has stamp of cancellation on it, airlines has no way of checking and even officer paid no herd to it.. tried and tested a week back ahhahaNot sure if this is how it normally works. I believe all your old visas are cancelled when you land with your COPR, so I've been told. Airlines don't let you board with a cancelled visa either so the visa officer's question was right.
I think anyone travelling out from Canada without a PR card might want to check what the procedure is because you might not be able to get back without the PRTD.