What, and become an independent nation landlocked by Canada on three sides and the USA on the fourth?
Creating and maintaining all its own political and fiscal arrangements, public services, military and security, diplomatic corps, memberships of umpteen international organisations and treaties, border-crossing and over-flight agreements with the neighbours...?
All from whatever income it might receive while it still has oil to sell, and whatever it might earn after that?
Those two questions apply equally to any separatist ideology; e.g. the Scots and Welsh wanting to break up the UK, the Basques wanting independence from Spain. None of the rose-tinted spectacles see all those implications, or do but try to ignore them.
Any separatist referendum can only be fair if taken across the entire, intact nation, too; something the independence parties fear because they would likely lose by simple numbers. It's not a referendum on independence for one part of a nation, but a referendum on breaking up the nation.
(If linked administratively to anything else beyond normal international agreements, Alberta would not be independent. If linked to Montana it would be a de facto extension of the USA, and its citizens would become Americans, under American laws and systems.)