I'd say that dealing with Arpaio and worrying about treatment as a minority are not necessarily intertwined issues. Arpaio's office isn't the only law enforcement outfit operating in the area. He's just at the county-level. You still have city- and state-level (?)[1] law enforcement plus border patrol.
[1] I'm not specifically sure how AZ works this -- e.g. California has "highway patrol" but Michigan has "state police".
That probably has more to do with location than politics.
I've seen more Border Patrol in San Diego than in Phoenix.
And Phoenix is not within 100 miles of the border, while San Francisco is (the border includes the oceans), so Phoenix may actually have a theoretical advantage there.