Taking your life in your feet
Having lived in different parts of Arizona for many years, I would say that it is not just Phoenix that is unfriendly to pedestrians. It is the whole state. Arizona drivers think they own the road and have an inalienable right to speed.
In many places, both big cities and small towns, roads have narrow shoulders and no sidewalks, and so no place for pedestrians. Planners seem to assume that no one will walk there. So, by and large, no one does.
To make things worse, some Arizona motorists and their passengers like to hurl garbage, insults and various other things at pedestrians without provocation. I have been hit with bottles, cans and fountain drinks, and narrowly missed by paintballs and water balloons. I have been sprayed with fire extinguishers and intentionally splashed by motorists driving through puddles. All while minding my own business as a pedestrian in Arizona.
It was quite a nice change, in that regard, when I moved from Arizona to Montana. In Montana, motorists frequently stop for pedestrians in unmarked intersections, coerced only by the occasional sign and public service announcement on the radio. They are even better about marked crosswalks.