industry such as coaching one needs to constantly be looking to better their position because you never know when things are going to take a turn for the worst and you'll be out of a job. So you've got to strike while the iron is hot. Even if he had no real intentions of leaving BYU, interviewing with a program like AZ lets BYU know that big programs are potentially interested in him and he wouldn't be afraid to leave if it puts him in a better position financially, etc. IOW, sometimes the mere threat of losing a coach to another school may push a school to up the ante by way of salary, etc.
That being said, I can't pretend to know what the motivations are here. I just know that coaches interview for other positions all the time and that it should be seen more of a sign that your coach is in demand which means they are probably doing something right in their current job. To read anything more into it than that is foolish IMO.