While what is typically considered road grit may not be a problem in AZ, a layer of dust on the road (which IS quite common in the desert) can be problematic as well. I spent a few months in West TX a few years ago and had one significant spill caused by a layer of dust on a dry road. I lost it in a turn, but I was going no faster than usual. I didn't spend enough time there to determine the effect of the dust/dirt on the drivetrain. I would also be wary of rushing out to test the conditions right after the start of a rain. Usually that's when traction is worst.