They sort of have. In that Utah is a Mormon state. It is controlled by the Mormon church. And I don’t mean in a “Jewish space laser” kind of way. I mean that Mormon settlers purposefully banded together in the area and Brigham Young’s entire deal was forming that Mormon state with the end goal of taking over the whole of the USA. Sometimes through force, sometimes through God willing it to them after the US eats itself from the inside out.

There were minor armed skirmishes between the government and state of Utah, nobody wanted to ratify Utah as a state for a long time because of the power it gave the Mormon church. There were several discussions about the possibility of going to war with Utah and whether that was preferable to letting the Mormons grow in power. The US army marched through Salt Lake City and they all fled the city or hid.

As others mentioned, there’s no realistic scenario in which Utah breaks away on its own. It would be immediately surrounded and cut off from resources. But in the case that the USA breaks apart entirely, they will try to claim their God given status as rulers of a new Mormon country.