A hash without any context is just a random 256 byte string. Don't have the block? You have no way to know if that is the correct hash or some random numbers I made up. At that level of trust you are wasting your time running a node at all.
The UTXO set is not the entire chain. The UTXO set is the location of all spendable coins, plus some spam in unfortunate block fields that we can't tell from spendable coins. A pruned node keeps the entire UTXO set plus its limited chain.