I think AZ is pro gun? I don't know. I've wanted to move there my self.
I wouldn't call Oregon "pro gun" by any stretch. It's just that we don't have to bad of laws... Yet.
Our state police want to have their thumb on you, so they do background checks for gun purchases. (As opposed to letting the FBI do them for free) This is important because numerous people who move here from another state get indefinitely delayed and the excuse is normally that the state police is waiting for information about a traffic stop years ago in another state.
I've personally known several people who had that happen. It makes you effectively prohibited from buying a firearm. Oh yeah, no private party sales anymore.
Every year we narrowly defeat massive California style gun bans.
It is what it is. Decide what's important to you.