Talent, coaching, depth, whatever favors Utah. So in a single game, of course Utah is favored.
Imagine we're playing a dice game. If you roll a 5 or a 6 you win, but if you roll 1, 2, 3, or 4 then I win. So it shouldn't be surprising that I win - my odds are twice as high as yours. But it would still be unexpected and unlikely for me to win EVERY time we played 9 times in a row - you'd expect to win 3 times in a "normal" run. That's a fairly accurate assessment of BYU/Utah as well. Utah has had the better team and definitely would be expected to beat BYU more often than not over the last decade - but BYU having zero wins is still an anomaly.
That's just the way probability works - even a long string of 'likely' events becomes unlikely when the string is long enough.