I feel Utah is more flexible than any of the other states there, especially if a Matheson type runs.
Right now, a Matheson type (or specifically Matheson himself) is Utah's only chance for a Democratic Governor. But since he's become a DC lobbyist, I doubt he'll try for governor (or senator) in 2016. Too many opportunities for attack ads against him. Anyone else, even a moderate (see Peter Cooke in 2012) will lose horribly.
Arizona. It's only been since 2006 that they've elected a Democratic governor. Utah hasn't since 1976 IIRC, and I'm not even sure Idaho has ever had a Democratic governor tbh.
You're correct in that Scott Matheson (Jim Matheson's dad) was first elected governor in 1976, though he did win re-election in 1980. Though if I remember correctly, the Democratic nominee in 1988 came within 2% of winning due to a conservative anti-tax independent splitting the Republican vote.
Oh, and Arizona will probably be the first of these states to elect a Democratic governor again. Demographics and a slightly more competent state Democratic party than the other states.