It's an old con going back a century or more — although it was typically the subject of advertising (as seen in the above promotion from the 1950s) rather than of "news" stories.
How can I be so cynical as to call it a con? Two reasons.
First, America had a long tradition of the West being misrepresented as the land of milk and honey by railroads and land barons. In most cases, the reality was disappointing, sometimes disastrously so. In reality, the land was unforgiving, "civilization" was primitive, fraud and lawlessness were common, and many immigrants were ruined.
Second, Phoenix historically had about seven decent-to-nice months and five hellish ones. I say "historically" because that ratio is starting to invert, about which more later. But many snowy places have five rough months and seven that range from livable to quite pleasant. Summer in Minnesota is lovely. So it the Phoenix braggadocio about its "superior" weather has always baffled me.
It is true that many people seek the sun almost pathologically, like the doomed space crew in the 2007 film Sunshine. "You don't have to shovel sunshine!" is a motto that resonates, at least with the 4 million people who seem to be willing to put up with almost anything in Phoenix as long as they get hot weather. I admit my blind spot: As a Phoenician, nothing makes me more depressed than endless sunny days.