Re: This is why...
The water will be delivered in barrels, previously containing pork.
These plants have very-very good water recycling systems. If you need millions of litres of ultrapure water, it's easier to start with the ultra-pure + known contaminants water you have just used, rather than throw that away and start purifying the city water containing deity-knows-what.
Another alternative for is to use seawater, desalination plants produce water with very low mineral content and it's much easier to purify. There will need to be some minor redrawing of state boundaries to give Arizona a coastline - but anything is possible in the name of 'investment'