Well, I am from Utah and I can attempt to answer some of this.
1. Familiarize yourself with the Sage Brush Rebellion. Its not just Lee that supports this. Its a pretty commonly held belief here, especially the further south and west one goes in this state.
2. Utah was founded by a group of people that were being persecuted and running from the Federal government. There is still a lot of animosity held. The US was founded by rebels, the west is the rebels of the rebels and Utah is the rebels cubed.
The political system in the US has broken down to a level that forces one to vote one way.
Even look at the Big Beautiful Bill as a whole. There is some really good stuff in there and some really bad stuff. We fight to amend and remove the bad stuff but its no different than voting for a politician.
I love public lands. I will fight for them BUT I also really like the ability to tell Mike Lee he can go **** himself, I hate paying taxes and I love the ability to type this from a State owned building with a concealed carry on my hip. Those three things are not something that the other party really supports.
Why does Mike Lee keep getting voted in? Well, there isnt a lot of choices to be honest. We no longer share the same beliefs on the fundamentals that this country was founded on. You are basically forced to vote one way just to preserve your basic rights. That is why he gets elected.