Holy smokes! I know where Casa Grande is. I was in Tucson on business a number of years ago and took a Saturday to head up to Phoenix to visit some cousins. I stopped at Casa Grande National Monument on the way. You're right -- that's NOT exactly right on the border. In fact, it's like 150 miles north of the border. I hadn't picked up on the fact that;s where the deputy was killed.
FWIW, one of my cousins is older than I. He and his wife had a condo in Scottsdale and a vacation home in Prescott (north of Phoenix). When my cousin died a couple of years ago, the first thing his widow did was to sell the condo and move full-time to Prescott. I asked her why she hadn't done the opposite, and she said it was because Scottsdale (and the entire Phoenix metropolitan area) was too dangerous.
By the way, my cousin was a county deputy and his widow packs, so when she said it's too dangerous it means something (to me, anyway).