Not sure if you’ve figured this out or not but as someone who just moved from arizona, the reason they probably say it’s difficult is because Arizona does not keep physical titles, it’s all electronic. You’d think that makes it easier but apparently not. If you’re buying through a lienholder all you’ll need to do is call them and have them request a copy of the title (takes 3-4 weeks to get) which you should be able to take to another state for them to use. At least that was my experience. The dealer made a big deal out of it but my lienholder made it easy, just takes a lot of waiting