It's the Oilers mainly because McDavid, when you have the best player on the modern era and the no.1 athlete in Canada, it's going to come with significant perks. Just is what it is.
He's the first Canadian major team sport athlete we've had in Canada who's the best in the world in a long while. Steve Nash played in Phoenix when he won his two MVPs, Donovan Bailey was at his peak in the 90s but that's not really a team sport. Before that it would be Gretzky in the 80s I guess.
You can go to random towns in Sask, Manitoba, Ontario, Quebec, etc. and you'll find kids who idolize/watch a lot of McDavid because hockey is still quite popular in Canada (go figure) if you ask people which athlete they'd like to see, McDavid will be high on the list if not tops. He's the best athlete we've had in Canada in a long time (1988?) and he plays a highlight reel style of hockey that will be popular with younger kids.
Alberta's population is also booming whereas the other provinces aren't so much, B.C. used to be much larger than Alberta in population, the gap has narrowed. Alberta is now over 4.8 million people, will be over 5 million soon.
The Oilers have a lot of fans in Southern Alberta even as well, even in the heart of Calgary there's a ton of Oilers fans. Sask too. You see McDavid jerseys all over the place in even the Calgary area.