Heading to San Diego from Burning Man via Bryce could take you through Las Vegas -- but if you are still headed to Monument Valley and the Grand Canyon, then you will bypass Las Vegas.
Your east-bound highways from the Black Rock Desert will be either US-50 or more likely I-80 to I-15 to US-50 to US-89 to Byrce NP and from there you can continue on south and east on US-89 to the Grand Canyon and on to Flagstaff. Depending upon how much time you have left you can either head immediately west on I-40 to I-15 and back to San Diego or proceed on south to Phoenix and then take I-8 back to San Diego.
Or you can go to Las Vegas -- it's really just a matter of where you want to go.
Mark