My guess would be airport access. Denver is a major hub and getting non-stops to many other cities is conveniently easy. Wyoming doesn't have the same ease of access
Well, the skiing out of SLC is closer and better :-)
More seriously though, you're still living in an environment that's very closely aligned with a specific church. Which depending on your circumstances may be difficult to pretend just doesn't exist. Some people are fine with it. But it's a factor.
SLC felt far sleepier & suburban, to me. With incredible mountains right there.