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The correlation between actions taken to reduce the spread of COVID-19 and the actual rate of spread are not as clear or simple as one might expect them to be. Take a look at the modeled R(t) data for Arizona, available here. On the same page you can see the data for positive tests and total tests.

Note that the rate of transmission actually starts increasing in the middle of the shutdown, and then peaked around May 31st. Subsequently, the effective reproduction rate of the virus decreased until about June 30th where it continued at a nearly constant value of 0.97.

Looking at the slope of the R(t) curve, it was on a downward trend before the mask rules were put in place on the 22nd, and only changed slightly since then. The data does not support the contention that the Arizona rule to wear masks caused the reduction in transmission of COVID-19.

It is of course possible that the citizens of Arizona started wearing masks in public before the order to do so, or that some other factor caused the decrease in the rate of transmission that started on May 30th.