No real other connection to the church or BYU.
From what I can gather, Utah Prep used to be Real Salt Lake Basketball Academy in Herriman. It moved this year to Hurricane and became Utah Prep. It's kind of like Wasatch Academy and is a basketball prep school. AJ and his Team USA buddy JJ Mandaquit decided to go there to be teammates.
KY is just that good. He's built a coaching/admin team that basically is purpose built to bring in players like AJ and JJ who are focused on NBA. No need for all the other college lifestyle. It's the same reason they went to Utah Prep.