I'll agree with you on the "diversity" if by diversity you mean blacks (and I think that's the correct term now vs, African Americans). There are other minority groups well represented in SLC such as latinos and Pacific Islanders. Nightlife, I hear, is "lacking." I've heard of several different clubs, just not a bunch with naked women. But is the absence of strip clubs really a bad thing? Maybe you can't make it rain in the 801, but I'm sure you could still get a lap dance somewhere. Or use the internet to hook up (free or paid).
As for the rest, I agree liquor laws are strange. But Chick-fil-a is closed on Sundays in the NW, just as it is in SLC. I'll bet mall stores and restaurant chains are open on Sunday. Perhaps more mom-and-pop stores closed.
As for politics, generally LDS/Republicans are closely allied. But the SLC mayorship has been Democratic since 1976. Since I don't live in SL, I can't speak to the nature of all those Democrats, but several never struck me as overly conservative or closely aligned with the LDS faith. Sure, they might have dialogues with LDS groups, but I would think that would be just natural any place a large number of constituents belong to one particular religious or cultural group. SLC will never be LA or NYC. But it probably isn't a whole lot different from mid-major cities in the U.S.
No, there aren't. Maybe compared to the rest of Utah, but compared to other NBA cities, no.