Put the seats super steep on top of the ice. You could do something pretty cool for a pretty small venue. Plus indoor venues always make a lot of their money from concerts, comedians, etc.
And for the MLB team, do a 30,000 to 40,000 seat stadium.
I'm not a massive baseball or hockey guy, but I'd probably buy a mini-pack for the NHL (live hockey is a blast). And for sure go to 10ish baseball games. Nothing better than a summer night at the ballpark.
I think Utah can do it, but the stadiums can't be too big and ticket prices would need to be right.