There are two things to consider with the border: state border, federal border. Personally I feel the federal government has the majority of responsibility. However, you may have noticed the whole financial crisis, debt spending, and bitching that has occurred because of it. It's a money crunch and, to be blunt, politics is about deciding who gets what, where, how much, when, etc.
If Arizona is facing a crisis, taking a hardline stance against the Fed isn't going to help matters. And yes, the funding pull had nothing to do with the state itself, other than Arizona happens to be, by geography alone, placed in the spotlight.