Many snowbirds who have property there obtain a firearm. They go to the police and show that they know how to handle firearms safely, are issued a permit, and buy a pistol and ammo. It can serve as protection, though it is very safe, or simply sport shooting, as ranges are everywhere and easily accessed.
They shouldn't even need to do that.
Arizona is now a constitutional carry state. My understanding is you can get a permit, for reciprocity purposes while travelling.
They’re not US Citizens. I’m surprised they can buy at all.