I believe Utah is one of the states that has a "Stop and Identify" law, meaning that if the officer thinks you have committed, are committing or are about to commit a crime they can ask you for your ID and an explanation of what you are doing. Carrying a loaded firearm is a crime unless you have a CCW permit, meaning that simply by having a firearm you "might be breaking the law" until the officer checks that it is either 2 actions from firing or that you have a permit. In the latter case you will be required to show ID, but if it is 2 actions from firing you might be able to just give your name and address for the officer to verify.
Also, carrying concealed with the CCW you are required to notify the officer and show the permit if he asks for identification (even if you just give name and address for verification).
I can post a link to the "Stop and Identify" section I saw in the state statutes if you'd like.