In states where one party had the upper hand for a long time, the majority party has broad ranks and the minority party has narrow ranks. Extending past the partisanship of the state, even. Thus independents compromise more of the left than the right. Since Arizona has pretty rapidly trended left, the party registration and identification are lagging behind the actual vote choices. Thus you might have a lot of Romney types voting for the moderate Democrats the AZ Dems have put up and the already left leaning independents voting strongly for the Dem.
And so - Democratic party and it's candidates in the South gradually becomes more and more liberal, and Republican party and it's candidates, say, in New England - more and more conservative. There is little sense to be a conservative Democrat in first case, and liberal Republican (despite state's conservative and liberal leanings correspondingly) - in second, when you can make much better political career in "majority party" in both cases... Only "diehards" prefer to remain in dire minority)))). But Arizona had it's share of
relatively moderate Republican legislators, and at least "somewhat conservative" Democratic (not Bob Stump-style, of course, but still) ones until fairly recently (somewhere near 2010). Not anymore...
