Utah is #2 in B12 in redzone defense, with only 11 TDs on 23 attempts (48%)
Utah has allowed 24 TDs total, so 13 from outside the redzone (54%)

For comparison:
BYU is #14 in B12 in redzone defense, with 19 TDs on 30 attempts (63%)
BYU has allowed 23 TDs total, so only 4 from outside the redzone (17%)

So there are definitely differences in redzone vs. non-redzone defense across teams.

If Utah is so good inside the redzone, and not so good outside the redzone, why wouldn't Colorado focus a little more on scoring from farther out?

If you ignore garbage time when Colorado was up by 2 scores and running out the clock, their offense scored TDs from 40, 6, 37, and 47 yds. Could that have been a strategy?