FWIW, I am LDS and we moved back to Utah last summer after living outside the state for 18 years with the military. We've struggled to make close friends in our neighborhood and our LDS congregation. I don't think it's a faith-related issue, but more of a socio-cultural thing. People tend to move to Utah and stay for decades, for religious reasons - but also because Utah is an awesome place with tons to do and (until recently) a low cost of living. Utahns have big families and so they have deeply-rooted social connections. It's hard to break into a friend circle as a newcomer. Just one of those peculiar Utah things. Like others have said, Mormons won't shun you as an outsider like some sort of closed-off religious society. Heck, we send 19 year-old missionaries all over the world to convince people to come be our friends - LOL. But Utahns get comfortable in their decades-long familiy and friend circles and it's hard to break in. My advice if you move here is:

1. Make an effort to be friends. Join extraciricular clubs or activities - sports, GA flying, whatever. I rock climb and got involved in the Wasatch Mountain Club and my local climbing gym. It wasn't hard to meet new friends that way.

2. Buy a house in a new construction development. I wish I would have done this instead of buying in a 20 year old neighborhood. When all your neighbors are new too, it's probably easier to forge new friendships.

Good luck!