Heating cold areas takes a lot of power too, and often it can't be made "green" as easily as electric AC. Also, AZ and most of the mountain west use the vast majority of their water for agriculture that would not be financially sustainable without water made artificially cheap by government subsidies in the form of overbuilt dams/reservoirs. (AZ infamously gave a sweetheart water deal to a company that grew alfalfa exported to Saudi Arabia.)