Zoom, I hate to tell you that living in the desert SW might make your asthma and allergies WORSE. Most people don't know this. Yes, back in the day (the 40s- 50s) when the air was clean and there wasn't too much overdevelopment, it did help. Now you have 3 things that make it worse. Overdevelopment that holds the heat in, as well as increases the particulates in the air. Think LA. People who move there and want to recreate their "home environment." Hence, they plant non-indigenous tress, grasses, and plants which provide all kinds of allergens that shouldn't be in the desert. Third, there are mold spores that exist in the SW that don't exist anywhere else in the US. Look up Valley Fever. Then you also have the giant gene pool of people of people with asthma and allergies who moved there. They all met, got married, had kids, and there's a huge population of people with asthma!
When I left AZ, I was on a nebulizer every 4-6 hours, had bout after bout of bronchitis, and was always sick. My older son was also in the same boat. In the past 24 years, I have become increasingly healthier. I get a bronchial thing maybe once a year, and not every year. My son, after an initial adjustment, was an extremely healthy kid, and now is a healthy adult. No more nebulizer. For us, I think the constant breezes, lack of air pollution, and lack of weird mold were the trick.