The whites in Arizona appear to be more racist/supportive of Trump's building of a wall versus the "Jesus would welcome these people with open arms" Mormons in Utah (which is true). That's the difference.
But is that true of the subset of Arizona whites who are Mormon?
Depends on the Mormon; on the one hand you've got Russell Pearce, the former President of the Arizona State Senate, an odious guy who was responsible for the "papers please" law, and who affiliated with (and baptized into the LDS Church at least one) Neo-Nazis. His sons are also into the hardcore anti-immigration (and at this point its not just anti-illegal immigration) crowd.
On the other you've got Jerry Lewis (not the comedian), the State Senator who replaced Pearce when he was recalled, someone just as conservative, but less nightmarishly bigoted on immigration and so forth, and who was practically endorsed by the LDS Church.
Overall, I'd say Arizona Mormons tend to be more hardline on immigration than Utah Mormons, but there are exceptions.