There are two reasons why all U.S. states except one observe Daylight Savings Time: it's a good idea and Arizona is a little bit crazy. Has anyone else been to Phoenix in the summer? It is not pleasant when the sun is up a 5 a.m. or earlier.
Another more boring reason why I am in favor of keeping DST is that since Utah is further from the equator, we have longer days than Arizona and Hawaii, and that means the effects of the change would be exacerbated. We'd have even earlier sunrises than these states. Don't mess with DST.