Utah's average is around the 54th national percentile for income:
http://en.wikipedia.org/wiki/Household_income_in_the_United_States
And the Utah cost of living is exactly average (actually it's about 96%, meaning one dollar nationally buys 96 cents in Utah. I don't have the link, but you can look it up).
Utah is not "cheaper" ... it's actually pretty average.
Except that we have about twice as many kids as average and pay tithing. I support both of those things of course, just sayin' ... money has to come from somewhere.