Mormons are open borders, pro illegal and legal immigration from everywhere. The Utah governor stated he would welcome Muslim refugees when other governors were saying they would not.
Mormons thought Cruz was more likely than Trump to keep the border issues as they are, obviously they think Hillary is even more likely to keep the borders as they are. When I saw the numbers Cruz got in Utah I wondered why the Mormons did not believe what he says about illegal immigration.
Many see this election as about illegals since Trump made it an early issue in his campaign.
That is the same reason Cruz won WI. Only 5% of the people in WI listed illegal immigration as important to them. They said they “need” more migrant workers to work their farms.
Plus, Cruz had the advantage of being from neighboring Canada.