But my point is if territory implies trying to enter the Union then why would the cowboys which have no interest in that do it?
They are called "Territories" in the sense that they are Andersen territory. It is land which belongs to the Andersen clan.
Iowa Territory and the Red River Territory are formal political entities, fully non-denominational. Prior to the Bailey conquest over Dabney territory, Iowa was probably known as Bailey territory and Dabney territory. Maybe we'll have to retcon that back in.
<Clan name> Territory refers to land belonging to a cowboy clan. Held for long enough to be put on a map
<Geographical area> Territory is a land taken from cowboys/ was once cowboy territory. Has been converted to Non-Denom and is awaiting ascension to statehood.