Arizona was thinly populated before A/C.
AC was coincidentally invented as all of this was clearing up, but it wouldn't become ubiquitous until decades later after the major cities had been established with large populations. And even then, I'd blame cheap accessibility of long distance transportation more than AC for the modern state.
At a more regional level, the area around Cortez, CO is less densely populated than it was simply because virtually no one lives there now. Kayenta, much of the Navajo nation, the upper Gila region, etc are similar.