Alabama is also much more urban than Oklahoma.
Are you quoting actual statistics? I am not familiar with either state, really, but Metro Tulsa plus the OKC Area alone is about 60% of Oklahoma's population.
Oklahoma has more of its population residing within areas classified as MSAs by the Census, but the actual density of the urbanized population is almost certainly higher in Alabama. Statistically speaking, Oklahoma is the more urban state, but Alabama has a more robust urban fabric in its urban areas and denser cores anchoring the metropolitan regions. In regards to how that would affect partisan trends, the general rule of thumb is that Democratic voting habits increase as the population becomes denser.
I don't think it's a particularly useful metric while divining the future partisan habits of these two states, though. Alabama will likely shift more Democratic than Oklahoma due to the decreased salience of racial polarization among Millenials Whites compared to the older White generations, which is what's mainly buttressing the Republican's current stranglehold in Alabama. Of course, I would expect them to both still be Republican states for the next several decades