The primary reason for my wanting it was to have a spare. I would like to keep my DL and Utah CCL in the car and carry an OK state ID card and OK CCL in my wallet. The reason for this is that one truly only needs (as far as I can see, anyway) a DL while he's driving. If I lose my wallet I don't want to be out my DL and CCL in one fell swoop. This way, I have my DL and spare CCL in the car until the ID and OK CCL can be replaced.
A caveat: As of July of last year, if you get the Utah non-resident permit, you must have a valid CCL in your home state of residence to renew the UT license. All future licensees must already have their home state's CCL in order to apply for UT.
The other reasons (cost, convenience, etc.) are all valid reasons and, as was stated, the primary reason that most people go the UT route.