Don't assume the desert states don't flood. That ground doesn't soak up a lot of water. And they may only get 7" of rain a year, but it tends to all come on one day. Flash flooding is a serious problem in those states.
One of the biggest suprises to me when I first moved to AZ was the flash floods, but I don't think they are the state's worst problem.
I would say there's anything dangerous about Arizona, it would be more of the intense heat that averages 115 degrees in the summer with even the evening temperatures staying in the 90s. Hell,(no pun intended) It's almost 6pm here and it's still 100 degrees as I type this. The humidity can also get high here too which makes it even more dangerous and uncomfortable. Don't believe that the desert is always a dry heat. Definately something that can kill people who aren't physically capable of handling it or who don't have good shelter,cooling systems, water.
But I'll take the heat over those freezing winters anytime.