You sign a document stating that you intend to settle in Alberta. There are a few things that can cause you to lose your PR. One of them is lying to immigration. If AINP wanted to give you problems, if they knew you got PR through them and then left right away, they could in fact, if they wanted to, ask CIC to cancel your PR since you have lied to them. If this happened it would then become your headache and lawyer costs to prove that you didn't lie to them and that you did intend to settle in Alberta when you signed the document and that this was still your intention when you landed.
As far as I know, the AINP or any other PNP has never gone after anybody like that. That doesn't mean that it can't happen at some point. Doesn't mean it hasn't happened although we haven't heard about it.
My advice, land in AB and stay at least a couple of months. If anybody asks you later, you can always say that you did look for jobs in AB, couldn't find one but got a job offer from another province. That would fulfill your intentions which hadn't worked out.