Yukon is a territory. Here, the "territory" is just a pretty name for a colony. You can't vote, US constitution doesn't quite apply, you're getting peanuts from federal aid, and when there's a humanitarian catastrophe you're left for a month without electricity - but you are very welcomed in armed forces, because you're competent and when you die it doesn't matter to decision makers, because you can't vote. In short - you pay the price, but you don't get the benefits. How's that different from a colony?

And yeah, becoming a US state would be better than independence, but it won't happen, because - you guessed it, you can't vote. By becoming an independent country you could get major powers to compete to do business with you - I'm pretty sure China would invest billions into your infrastructure, you could literally become America's Taiwan.