Phoenix and Tucson are pretty mild for disasters. There are sometimes violent storms in the late summer but nothing that ever rises to the level of requiring evacuation as far as I know.
On the other hand, you better hope your AC works in the summer.
Yea, the potential disasters in the south west are mostly man-made in the sense of underinvesting in the electrical grid to make sure the months of 100+ degree high temps don't kill you, or a snap freeze in the winter doesn't take down power either.
The lack of a real need for natural disaster planning feels like it's left local governance complacent about issues that would barely be a problem anywhere else. I know folks in Dallas, Houston, and Austin who have been without power and water longer from a few hours of freezing rain than folks in Florida that got direct hit with a Cat 4 hurricane. There's certainly disasters that you can only do so much prep for, but there's rigor that comes with having to prep for something that generally helps you not totally fall apart when more minor stuff happens.
On the other hand, you better hope your AC works in the summer.