Wyoming was and still is a very sparsely populated area.
In 2015 the population peaked at about 585,000 and has been slowly declining since.
Except for the transcontinental routes, it would have been hard for a railroad to make it in the state.
Although there is mining in Wyoming, there was never any "gold rush" there. Mostly industrial materials are mined in Wyoming such as bentonite, gypsum, aggregate, crushed stone, chemical-grade limestone, decorative stone, and trona. These were just not attractive to railroads until the early to mid 20th century.
Also Most of Wyoming quite suitable for standard gauge railroads, with large mountains confined mostly in the north west portion where Yellowstone and Grand Teton national parks are.