If it makes you feel any better:) I also live in Arizona, just south of you, it is dry here, and I am having that issue with multiple different brand controllers.
The ones that are not DMX based don't get sent a constant off message so they stay on also, even with the computer turned on and their dongle powered up:)
At my house I have dedicated circuits for Christmas lights so I put 2 Water Heater timers at the Circuit panel to turn off the controllers after show hours!
I don't like it, but it does fix the problem.
BTW, LED's are much worse to deal with on this than Incandescent strings.
Mike.