I live right by the border, on the Utah side, and driving through Arizona and Nevada is always so confusing!
The weirdest part is that I wasn't even _that_ close to the border, it was 30-40 miles away. I know there is some room for error with phone location tracking but I've never had a maps app consistenly confuse my location with a spot 40 miles away.
Arizona the state is in MST, there's Navajo reservations in MDT, and there's even a Hopi reservation that's totally encircled by a Navajo reservation that doesn't do DST.
It makes some sense because the Navajo Nation, though mostly located in Arizona, also has a large portion in New Mexico and a smaller one in Utah, both of which observe Mountain time. I don’t know the exact history, but I assume that when Arizona stopped observing DST, the Navajo Nation chose to keep Mountain time to avoid having two different time zones within their border.
The Hopi Reservation, while indeed an enclave within the Navajo Nation, is a completely separate political entity and so under no compulsion to follow any Navajo decisions. Also, they’re entirely within Arizona, so sticking to Arizona time is logical.
Another thing — I can’t recall having ever heard an Arizonan refer to our time zone as MST. That would be technically accurate, but would be confusing because it would naturally imply that we sometimes switch to MDT. We just call it Arizona time, and think of the Mountain and Pacific zones as a separate thing that we’re aligned with for part of the year.