I've noticed that too looking at the map. In HoI2 there was a definite Alberta (Edmonton, Calgary, Fort McMurray, and Lethbridge if I recall correctly... Maybe I forgot Leduc as well?), and it formed the actual shape of Alberta. Same with just about every Canadian province and territory as well as each of the 48 states of the USA.
However it looks like in HoI3 (at least with Alberta) it looks like Fort McMurray, a central region (Edmonton) that crosses into British Columbia and Saskatchewan, a foothills region (Calgary) that also crosses into British Columbia, and a few other regions that are shared between British Columbia and Saskatchewan.
Why go this route?