Not only is it difficult to grow them, but our monsoon storms regularly knock down tall trees, due to powerful "microburst" wind gusts.
The trees really never develop a proper root system. The trees look impressive enough above-ground, but the roots are shallow and weak, and once a proper wind gust hits them, they're yesterday's news.
My apartment complex is surrounded by eucalyptus, olive trees, ficus, some palms, and other deciduous trees, and in fact it used to be named after the lush treescape, but every time one dies, they are replacing them with desert xeriscape. I predict in enough years, we will no longer have a lawn or any trees at all, and many individual properties are following that same trajectory.
Nevertheless, most cities here pursue an urban greening effect, although they are prudently selecting native species at this time. So, our sidewalks are more likely to be lined with yucca, ironwood, and palo verde, among other things.