Will, or should, there ever be a freeway built between Denver and Salt Lake City?

There are mountains, national forests, and a Native America Indian reservation in the way.  If they routed it around all of that, it would almost as far as using the freeways that have already been built, so there was no strong reason to spend the money.

No. the I25/I80 combination already exists. A more direct route isn't feasible dur to the mountains.

It's hard to believe you haven't read a map.  Take I-25 a bit north of Denver and then I-80 west all the way into Salt Lake City.  

Sure it isn't a "Single" Interstate but there is no need to.

There are already three routes, so one of them would have to be converted.