I think you're right. If I'm going to put words in your mouth, I'll say the best scenario for them would be to change nothing. They love their riding. It makes sense to them. It's a rural-city mix, but it's a rural mix with their city.
That's their preference, but they understand that when you add six ridings something's got to give. As it is, the Lethbridge riding is a rural-city mix. The rural towns in the County of Lethbridge are delighted with it. The city has no trouble with its rural counterparts. They certainly are happy that they didn't split the city in two.
The worst case would be to be in a huge geographical riding that is dominated by a city with which they have nothing to do. Instead of trying to buy something they can't have, they want to buy something they can have. They feel that being included in the Bow River riding is the best option.