And given how much "demographics as destiny" drives American politics, it is hard to see Alberta as "more conservative" than Saskatchewan from that vantage point.
Alberta has certainly historically been the more conservative, that may no longer be the case now.
Alberta is pretty strange. It's the only province in Canada that could be described as having a consistent ideology in the sense of red/blue states in the US. Last time it voted for a non-right-of-centre party was in 1940 (Liberals narrowly won the popular vote; still, Socreds won more seats). Since then, it has voted for Social Credit in 1945-1957, Progressive Conservatives in 1958-1988, Reform/Alliance in 1993-2001 and Conservatives since 2004.
Same on provincial level: when Rachel Notley won in 2015, Alberta was four months shy of
80 years (!) of uninterrupted conservative rule*.
* Yes,
some PC governments were rather moderate, but ultimately they were always centre-right at best. Some also say that Social Credit's right-wingedness in their early days is debatable, which is probably bullsh*t: they were most notable for syncretic economic policies, authoritarianism and anti-semitism, which may or may not make them fascist, but doesn't make them any less right-wing.