Yes, profits from the tar sands go out of the country, but Alberta gets a percentage (royalty) from every barrel of oil produced, and Canada gets a share too that contributes to equalization. The issue is whether enough of a royalty is being paid.
Plus, oil companies are getting off scott-free by not being forced to clean up their bloody mess. That's why the tar sands are not sustainable economically - future generations will be left with the clean-up bill. If the oil companies had to re-invest into cleaning up their bloody mess, their profits would not be so huge.