sulfur is a localized commodity. There is frequently a more than adequate supply close to the point of use. There is plenty of sulfur along the US GOM coast either extracted in elemental form from salt domes or during refining of sulfurous crudes.
For the benefit of others: most sulfur is used in the form of sulfuric acid. Vast quantities of H2SO4 are used as 'catalyst', plastics production, and in mining operations (e.g. phosphates).
I'm not sure if anyone is still seriously pursuing but GE was working on lithium-sulfur battery technology. If my memory is correct, such things could be viable for trains or fixed storage. Some folks have come up with other interesting energy production processes involving sulfur, e.g. sulfur-iodine cycle but every part of that process tends to involve some rather aggressive chemistry. Burning sulfur can produce a lot of energy and some useful products, e.g. H2SO4 but is suspect that would only be slightly less horrific than the sulfur-iodine process.
I'd venture that if mountains of sulfur bricks are no longer accumulating in places like Alberta, then it is mostly a function of increased US production of light, non-sulfurous crudes and lowered oil-sands production.