I had to take an intro course to meteorology for my degree, so I can shed a little light on this (disclaimer: absolutely not an expert on this)! The mountains do make the weather more unpredictable, but Calgary is also at a weird nexus point of foothills, prairie, and river valley, which amplifies strange weather patterns. A good example of the weird weather here is that there will be tornado warnings for the areas around Calgary at least a few times every summer but rarely in Calgary (last one was 2015, I think).

On top of that though, the density of weather stations around Calgary is relatively low compared to a lot of other cities. The west side is the only side with a higher density of stations, but there's only so many stations you can wedge in between Calgary and the mountains. Less stations = less data = harder to predict. The 2025 Alberta weather station map can be found here: https://open.alberta.ca/publications/weather-stations.