Yeah, I've lived in Alberta my whole life, have lived and have had family and friends in both cities. Edmonton is absolutely more progressive.

That said, if you remove the party names and people vote based on policy (i.e. how our municipal elections work) both cities lean fairly progressive. It's when oil gets involved at higher levels of government that Calgary tends to vote conservative, and that sometimes bleeds into other attitudes as party politics tends to do.

This was also what I heard when I visited a friend in Edmonton a while back.