Yeah, I'm not American and haven't been to Arizona. But from my understanding it can and regularly gets hellishly hot there, no?
But there is something to what you say in that I can definitely spend more time outside on a mellow sunny day in Spain than on just about any day in Eastern Canada where I reside. But it's still not what I yearn for. I'm not a couch potato though as I'm a pretty hardcore freestyle swimmer. So it's not an issue of low energy due to lack of exercise.
I hate being outdoors 99.999% of the time, so much so that I will blanket declare "I hate the outdoors". Not just "the great outdoors" - I don't like sitting on a patio, in the shade, in what others call "perfect springtime weather". I'd rather be in a basement room with no windows.
The Mojave in the summertime at night (if and only if the sun is 100% behind the horizon) is really, properly, exquisite. My knowledge of its existence makes me irrationally angry whenever I have to be outdoors any other time/place, which is the aforementioned 99.999% of the time. The only other exception is the Sea of Crete, just before dawn or just after sunset, in May or September exclusively. It's a tiny, tiny, tiny sliver of the overall lifelong experience of being forced to deal with Earth's atmosphere.