1) It was great being a Ute fan before 2004.
2) No, it wasn't hard. I was a student there beginning in 1991 and have found it easy to be a fan ever since.
3) There was a stadium with thousands of people to cheer with and a campus full of people to cheer with.
4) Actually, I grew up with non-Mormon parents that cheered for BYU because they immigrated and got their degrees there, but people like you led me to realize that I neither wanted to attend that campus nor cheer for that team. Holier-than-thou is not my favorite flavor of human, nor is unjustifiably smug. I suspect that Mormon culture and BYU culture have changed since the '60s, because by the time I was old enough to think for myself, it was clear to me that BYU represented hate, judgment, vanity, and mostly hate as a general population. Not just of Utah students or fans, but of people (and especially non-Mormons) in general.
A few Cougs here are taking it on the chin like football fans and continue to talk the merits: coaching, conference expansion, position play, and so on. Those are football fans.
Then, there are the stereotypical BYU LocoMormon lunatics who think BYU football is somehow about who gets sent downward and who gets sent upward after death. Guess which camp you are in?