When will an appeal court refuse to consider an argument that does not require further evidence?

Canada (Federal), Canada

The following excerpt is from Zhu v. Canada, 2016 FCA 113 (CanLII):

When an appellant seeks to raise an issue of law which does not require further evidence, and which will not cause prejudice to the respondent, it is an error of law for an appellate court to refuse to consider the argument (Athey v. Leonati, 1996 CanLII 183 (SCC), [1996] 3 S.C.R. 458, 140 D.L.R. (4th) 235, at paragraph 51).

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