I can only comment on my experience last week in Telluride. We used our UTV to drive around town for a week with no issues. Our RZR is plated in AZ.
During the week I saw several other people driving around town in their UTV's. Daily we would see anywhere from 5 to 30 utv's driving through town after completing the pass.
At any rate- we passed several officers during the week while driving the UTV and had no issues.
Where the Telluride is a pain came from I have no idea because they were great about UTV's based on my experience and what I saw there.