Yep. And both voted for our President's tax cut, unlike yours.
In 1996, Clinton beat Dole + Perot combined across the nation by a slim margin. But in Arizona, Dole + Perot beat Clinton handily in 1996.
Perot got about 22% of the Arizona vote in 1992 and only 7% in 1996.
This points to more complex motivations than you're willing to attribute. I would say it even suggests that Arizona has been looking for an alternative to the two-party system or for better candidates.
But the real dagger in the heart of your theory is to ask you: do you believe that Massachusetts is a conservative state? After all, they voted for Reagan over Mondale-Ferraro...
Methinks it is about the candidate, not the ideology in both cases. Dole was a lousy candidate, unfortunately, even though he's a great guy and probably would have made a great president.