AZ is not "hotter" than FL, if you refer to the average annual statewide temperature. The average long-term statewide annual temperature of AZ is 59.7°F, according to the Arizona State Climate Office. The statewide annual average temperature of Florida was 72.5°F in 2022, according to a report from the Florida Climate Center. (BTW that's 2.3° warmer than the long-term average from the 20th century). Quite a bit warmer than AZ if you average temperatures over the year.
Now in terms of summertime record "hot" temperatures, no, I don't find it surprising that Arizona beats Florida. AZ is located in the one of the Earth's global desert belts (centered around 30N and 30S latitude). This is where most of the world's deserts occur, and where the hottest temperatures on Earth have been recorded. FL's temperature is moderated by its proximity to ocean.