Well I called the Ministry of Revenue and they confirmed this. In Ontario, if the dealer is delivering and installing the tub (hooking up new or to existing electrical) then the customer should NOT pay PST.
Having said that, we can only assume dealers have factored the RST into the price of the tub already. Though I've encountered one dealer that "played dumb" to the RST and was obviously going to charge for it (and has done to to other customers), on top of the mark-up. Also, another form of abuse would be the dealer saying they're going to take off $1000 due to sale. But really, they're just deducting the PST you should have had to pay to begin with. Either way, the customer is most likely paying for it.
For those of you that see PST on your invoice, certainly question it.