There is a small refinery in the north of Utah. The gas might have been refined there. From looking at a pipeline map I can see crude lines running to this area from both California and Canada. Crude from Canada is cheaper but needs more energy to refine.

But if the station you filled up is buying from the Utah refinery then I can see where it could be cheaper to make.

There is also a refined line running to Reno but it would only bring gas from a California refinery.