I'm new but have been following this for several days. Here are my thoughts.
I totally believe that Steven had been to the location where his car was found before. It's off the beaten path, he parked where there were no houses, no directions were found in his car, as he walked it appears he was not looking at directions, his surroundings, etc.
So that leads me to believe that he was not telling his family everything about what was going on. But really, who does? I have lots of things I don't tell even my husband. I'm just a very private person. So that makes me think that something happened or started when he was living in Salt Lake. Does the family REALLY know what made him quit his job and move? I think his previous co-workers and friends need to be interviewed. Maybe they already have.
Also, there has to be some reason that he went to see AM. Was anyone in that area interviewed to see if they saw him or saw anything? I really don't believe he drove all the way there to see her. He must have gone nearby for some reason and then decided to drop by to see if she was there. Is the family sure all leads have been pursued in that area?
Obviously, Steven expected to be heading home after his meeting that Sunday. Did he often miss church? If not, it must have been really important. Also, unless Watts is lying, Steven was not acting out of character at all that day on the phone or else Watts would have asked what he was doing there. So I think he walked into something not knowing his life was about to totally change.
It also seems to me that if Steven wanted to walk away from his life and disappear for whatever reason (gay, older woman, etc) he could have done so without leaving his family in the dark. He wasn't married, dating anyone seriously, etc so he wouldn't have cared about "losing" his family. If they didn't support him in his choices, he would have "lost" them anyways. And no one planning to just walk away, would buy a Christmas gift for his brother. If you are going to walk away, that wouldn't even be something you cared about - at least in my opinion.
I would spend some time looking further into his history, even going as far back as a couple of years or more.
But my biggest suggestion is this: hire a psychic/medium. I know lots of people don't believe in them but I do. Chip Coffey is one of my favorites. Here is a link to his site:
http://www.chipcoffey.com/ If anything, he could at least refer you to someone reputable in the Las Vegas/St. George area. Lots of leads have been found using psychic/mediums! It might get things moving again.
So that is my looooong two cents.