Cheap land, dry air is good for evaporative cooling, and many arid areas have a surprising amount of ground water. It ultimately comes down to being the cheapest option, not the smartest or best option.

In addition to the other answers;

America's deserts are tectonically stable and don't experience natural disasters. If you want your data and/or compute running in two regions for redundancy, somewhere in the desert is a good choice for one of your DCs.

Because the local and state governments in those deserts keep promising them unlimited water for nearly free

Two more reasons not yet mentioned:

It is close to a population center (Phoenix) keeping latency low to customers. Getting customers off the public Internet quickly and into your private network fast is best for a lot of reasons.

Cheap and abundant solar power. Data centers are extremely power hungry and power lines are expensive so companies like Amazon almost always secure abundant power rights before building. Google built their first data center in The Dalles Oregon because an aluminum smelter had gone belly up and left a bunch of capacity unclaimed in a local hydroelectric dam.

Demand, ain't much of it in the desert. Also, easy to manipulate governments.

Fewer hurricanes out there, and other natural disasters as well. I don't know how tuscon is seismically, but otherwise it has a lot of lowere risks from nature, probably