Because it is more expensive to dig underground vs. just slapping heat generators(ac unit) on top of everyone's house and collecting the extra money in the power bill than doing it the right way.
Especially here; the ground is mostly rock. Basements are rare, unfortunately, and most homes are built through deals with commodity developers packing copies of the same ~~people storage units~~ houses into whatever rectangle of desert they've most recently razed. Most people have been sold on ignoring their environment by concentrating on their indoor habitat; no developer (save for maybe Cul de Sac Tempe) has any wider consideration than the immediate offloading of "units".