People are leaving California for several reasons, not the left-leaning politics. There are serious issues with water. The vast majority of the state is in drought (many parts classified as severe). The economy, however, is very strong. They also have seen a drop in births and immigration (due to Trump and COVID).
While Scottsdale is a beautiful city...they cannot support a huge population. They have serious water issues as well. They are also in a severe drought, and Lake Meade is at historically low levels. Now, hard to argue about a place that has nearly perfect weather 365 days a year. A place where you can golf all the time, watch the four major professional sports (and college athletics as well), and is a shorter drive to Vegas than either LA or San Fran...
What about Texas, Dallas, Austin or Houston? All are nice cities, but the right-wing state government has really screwed the pooch by not fixing the power grid...which is costing people their lives and businesses millions of dollars...Heck, maybe if enough Californians go to Texas, they can make it an actually decent place to live...