It's fairly accurate where culture is concerned (more so Tucson than Phoenix), but Arizona has a clearly defined third-party component with its indigenous tribes; they're full blooded and wholly distinct from Mexican mestizos with Spanish colonizer language and surnames. They aren't Mexicans, and Mexicans ain't them. It was also their land, not Mexico's (for the record).
The basin and range physiographic region is responsible for the visual stereotypes people have of Arizona as a scorching barren desert and looks a lot like Northern Mexico. The Central Highlands (transition zone) and Colorado Plateau are much higher in elevation, much different where climate and ecosystems are concerned. Check the Grand Canyon cutting through 278 miles.