Answer: I can't say for sure, but it may be that they weren't properly hardened off, meaning that they were taken from a cushy, warm greenhouse, or from under the growlight in the house, and planted before they got a chance to adjust to the outdoors. From watching the weather map, I know you folks have had pretty hot, intensely sunny days (not uncommon in Arizona!), and if your peppers weren't slowly acclimated to these conditions, then the shock of the extreme environment probably did them in. To harden off any of your seedlings, over the course of a few days to a week, put them outside in a partially shady spot sheltered from wind to start with, and bring them in if temperatures drop severely at night. The next day, put them in a little more challenging spot, and leave them out a little longer, and so on, until by the end of the week they are hardy and ready to handle the elements.
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