There is nothing in AZ law about it, but CA law says:
Any vessel approaching, overtaking, being approached, or being
overtaken by a moving law enforcement vessel operating with a siren
or an illuminated blue light, or any vessel approaching a stationary
law enforcement vessel displaying an illuminated blue light, shall
immediately slow to a speed sufficient to maintain steerage only,
shall alter its course, within its ability, so as not to inhibit or
interfere with the operation of the law enforcement vessel, and shall
proceed, unless otherwise directed by the operator of the law
enforcement vessel, at the reduced speed until beyond the area of
operation of the law enforcement vessel.
AZ law says only that anyone beinghailed by a law enforcement vesselmust stop and lay to.