You are treating the Big12 like it's heaven or something. Just because you are in a big conference doesn't mean you don't schedule great OOC games and develop a rivalry with a perennial FF contender in Gonzaga.
Listen, if high-profile cross-conference rivalries like Louisville/Kentucky, Syracuse/Georgetown, Marquette/Wisconsin, Pittsburgh/WV, Cincy/Xavier can exist, you do whatever it takes to develop a BYU/Gonzaga rivalry. If Gonzaga is willing, linking your name to a marquee program like that is going to be great for BYU in the long-term.