From what I've heard, when the Mormons left Illinois in 1846 they hadn't decided where exactly they were going to settle. Did they have some choices they were looking at? Did they have a route they were planning to take?
They were trying to leave the United States, plain and simple. The nation of Deseret was specifically to be in a territory, so as to avoid the federal government and be a safe haven after the massacre in Navoo.