Utah Sen. Mike Lee, who is on Donald Trump's lengthy short list for Supreme Court nominees, revealed Wednesday that he voted for independent presidential candidate Evan McMullin. "It was a protest vote," he told an audience at the Kem C. Gardner Policy Institute in Salt Lake City, acknowledging he didn't know McMullin well, or much about him. "I had signaled in the past concerns that I had with my party's nominee. I've made no secret about that and I don't feel any desire to rehearse those now.… I saw in Evan McMullin an opportunity to register a protest vote." Lee...