While not the AZ desert, I'm a few hours west of you - in the Palm Springs area. I'd suggest changing out the stock tires for something with a bit more grip for "all terrain"... While the street tires are not bad, they're a bit weak for grip in sand/gravel/dirt.
If you want to spend bucks, you can go with a set of new rims and tires in different sizes - a lot of folks do that. I chose to stick with my stock wheels and tire size (225/60/17) and there are (at this point) 2 tires that fit - the Yoko Geolander something and the Continental TerrainContact. I went with the Continental - better mileage warranty and about 5 bucks less per tire.
Biggest complaint in my 2014 Foz in the desert? The AC system. But it's an issue I've had with other "from over there" vehicles. The AC systems just take a bit of time to cool down the interiors after sitting in the desert sun for a few hours.
But for those forest roads and other trails you may be riding on? The Foz is excellent. I take trips up to Big Bear and Calico/Yermo with a local group (Mtn Roo) on weekend trips and day rides and have a blast. When needed, I can turn on X-Mode and slip the gear selector into "L" and it's almost as capable as my old Dodge Raider (Mits Montero) was when I lived in Vegas - not much stopped me.
Mind you, the Foz may never be able to be a rock crawler, you can go pretty far up n down those trails and forest roads without much trouble.
Some will also suggest you get a lift kit - which may help. But for most cases, the stock 8.7-inch ground clearance is plenty.