That's just more proof of market distortion. A little tragedy of the commons as Albertans burn their lights longer and keep their thermostats higher. No surprise that with the same collective ownership comes other undervaluations like burning valuable gas to steam oil from rocks.
You can't possibly make the case that the use of natural gas in the oil extraction process in Alberta amounts to a "subsidy" unless you can prove that a BTU worth of natural gas sold to U.S. utilities would fetch a higher price than a BTU worth of natural gas sold to Suncor, Shell Canada, or any of the other oil producers in the tar sands region.