No. In fact Arizona has some of the most extreme Republicans out there, both on racial identity issues (like Gosar) and on fiscal conservatism issues (like Biggs, who was, I cannot stress this enough, Speaker of the state House). In an earlier generation they also had some of the most interventionist Republicans.
Then how would you explain 10-12% of AZ republicans consistently voting Democrat?
Arizona's shift in recent years has been very much tied to suburbanites who were voting Republican as recently as 2012 or 2016, and plenty of them probably still identify as such, whether their views have changed or not. Same reason you'll find lots of self-IDed Democrats voting for, say, Alex Mooney.