http://www.theglobeandmail.com/news/world/us-election/as-final-debate-looms-utah-emerges-as-conscience-of-republican-party/article32433089/
Some Utah voters express a dislike of Mr. Trump but say they’ll probably vote for him because their biggest priority is protecting a conservative majority on the U.S. Supreme Court. That majority, they believe, is critical to preserving the rights of gun owners and restrictions on abortions.
So because gun rights and restrictions on abortions are some of the most pressing issues to utahns, they feel obligated to vote Trump whom they can't stand. The other option is to vote a Mormon independent who has zero chance of winning the election. Not only will Utah help secure Clinton the election, they will lose their guns and restrictions on abortions along the way, or so they think.