Oklahoma is also a bit of a different case and never actually joined the CSA. It was a very split situation rather than being truly Confederate, which led to a massive internal civil war that wreaked havoc on Indian Territory*.
However, because of the Confederate support, the tribes were forced to make major concessions under Reconstruction. Since Oklahoma was still frontier, there wasn’t an industrial base, and the terms of Reconstruction (land for freed slaves, giving up half the territory, etc.) were pretty devastating. And a lot of the internal resources (mineral rights, etc.) were lost to outsiders during this period.
Then there’s that whole Bureau of Indian Affairs thing - it’s amazing how massive corruption and intentional destruction of your culture and population can set you back in economic development.
In addition, although the Territory had never built up a big plantation system, the Reconstruction setup and BIA rules led to a huge influx of tenant farmers, aka sharecroppers, in early statehood. Which was not a very productive economic model for the 20th century. With everyone on 40 acres, very few could do more than survive, much less accumulate the capital to industrialize.
On our own heads was the 1921 riot in Tulsa, which destroyed the Greenwood District, the wealthiest black community in the country at the time.
And Oklahoma retains a rural outlook which has been rather resistant to the culture needed to become an economic powerhouse. That is changing, though slowly.
*The federal government had pulled all troops out of the Territory early on, which let the Confederacy forces take over the abandoned forts and put a lot of pressure on the tribes. The 5CT did hold slaves and had that in common with the Confederates.
Although the leaders of the Five Civilized Tribes joined the Confederacy, other tribes joined the Union. In addition, many 5CT tribal members joined the Union army (see Indian Home Guard) - the Cherokee had almost equal numbers fighting on either side. Lots of damage to civilians and property in a vicious internal civil war.