Do you know Utah went for in their first presidential election? WJBryan, and at over 80% of the vote it was one of his best states - only to narrowly go to McKinley in the 1900 rematch. by 1912 they were Taft's best state.
Because the Mormon Church told them to vote for McKinley.
Because people voted on other issues besides silver by then.
The LDS' official stances are more liberal than their average active parishioners' views... in that respect they are quite like most historically state churches around the world. Which, for purposes of Utah, they effectively are.
I don't think the church has ever told anybody who to vote for, btw, at least not post historic compromise with the United States government (and thus post statehood). It's just that, being somewhat insular, Utah can swing to its own rhythm rather than that of the national swing.
And of course that the current alignment with its focus on identity politics doesn't give conservative Mormons much incentive to vote Democratic. Not unless some Republican Born-Again Christian candidate actively campaigns against receiving Mormon votes.