This name in on the "Master Name Index Database" of the Alberta Genealogy Society (AGS) that I have a copy of. I and others were in that area some 10 years ago recording those cemeteries. We usually record and combine the grave markers at the cemetery and any info we get from the cemetery books at the cemetery caretaker, into this database.
So I suspect he died in HP, was buried in HP, had no family there to pay for a headstone, so there is no grave marker, only recorded in the caretakers book?.
My Database reads,
Alexander Rufus McPHERSON - 7 Jun 1954 age 68yrs of Faust
buried in the McCue cemetery at High Prairie.
This McCue cemetery is at, NW-19-074-16-W5.http://abgensoc.ca/