Arizona's not a country, so not quite germane (unless you are talking about its southern border, which is clearly an example of the effect suggested.)
In the case of the borders among countries in the Sahara, my understanding is that lots of those were disputed borders settled by people pretty remote from the areas with the straight borders, so I'm not sure they provide a counterexample. "It's a desert" may increase the likelihood that decisions get made by people living far out of the region (since it reduces the number of people living close by), though.