Others don't.
I didn't go to grad school in Utah, but in my profession I was smart and did homework and applied to the schools that favor BYU and avoided ones that didn't. Some schools in my profession have never accepted a BYU student.
The program I went to had a few BYU students as did other graduate programs within the same university.
You just have to be smart and apply to ones that have had a lot of success with BYU students. It's not that hard to figure out. Every grad school is this way.