Why is this significant? Well, according to many models, if McMullin were to carry only Utah that would throw the election into the House of Representatives.
There, each state would caucus and cast a single vote for either of two candidates despised by their own party's members and whom they know to be absolutely unfit for office- or for the former Republican House Policy Director, whom they know personally and respect, and know to be more fit to be president than either of the others.
Oh. And btw... more people in Utah support third party candidates than support Hillary!