I presume there's a non-trivial group of fans that bet on their own teams using their heart and not their brain or, at a minimum, let their fandom bias their betting behavior (I don't gamble, but I do this every single year with my NCAA bracket).

I suspect BYU's fanbase gambles less than other fanbases, which would tend to cause Vegas to give less favorable lines to BYU teams so that more people bet on BYU to even things up. I don't think it makes a huge difference, but if there aren't as many willing to bet on BYU then my guess is the lines would open less favorable, on average, for BYU teams.

You'd think a few bettors would be attuned to that and bet more on BYU's line, particularly early in the week, and then the market would correct itself. However, betting lines are not exactly the stock market in terms of efficiency with huge amounts of sophisticated investors, electronic analysts making trades by the second, and large funds traders, so I'm not sure about whether the market corrects the lack of betting by BYU fans that adhere to the tenants of their religion. Seems plausible that this biases against BYU on average.