I cannot speak to AZ law but yes when I bought my RTL from iMotorsports last June, the Illinois sales tax was charged only on the difference between the purchase price of the new bike and my trade in. I received a form that CA accepted as credit, and all I paid CA was their normal fees plus the difference in tax between IL and CA. Don't get me wrong, the tax rates are quite different but I did not pay sales tax on any amount twice.
The best help I got from anyone at iMotorsports was from Thomas Palmer. He was extremely helpful, even picking up the slack my salesman created. I had to be a bit patient on delivery, but Bakersfield is a long way from Chicago so I understand some delay. When the new RTL arrived, it was rolled off the trailer, my ST rolled on in its place, and the driver was here and gone in less than 30 minutes. The RTL itself was perfect except for some dust from the trip, even though it was in an enclosed trailer. A quick little wash and all was well. The temporary IL registration was still good for 3 more weeks.
A few days after I received the Spyder, Thomas mailed me the Certificate of Origin from BRP, which is essentially the title document to establish the chain of possession from factory to buyer. With that, the bill of sale and the certificate for IL taxes paid, I went to CA DMV a few days later. The only problem there was that I had to show the inspector the stamped VIN and I couldn't find it from the directions in the owner's manual. Turns out for 2019 it is on a small vertical piece of the frame between the right front axle and the radiator, and it's not very visible even when you know where to find it. The engine number is easy to see once you remove the left side access cover with the grill.
BTW, all US Spyders meet emissions for all 50 states, and the label under the seat specifically says it meets CA standards. I know that's not something you need to prove, but it's there in any case.
So, in sum, I had a few days of nail biting because I'd never done anything like this before, but other than a few hiccups and short delays it all worked out just fine. You can read the thread on my purchase here:
https://www.spyderlovers.com/forums/showthread.php?133141-New-2019-RT-Limited-on-the-way
Good luck with whatever you decide,
Bob