If they're already his guns, he can just take them with him to AZ, regardless or whether he is moving there permanently or he is just traveling, so long as the guns are all legal to posess in AZ (and I assume AZ doesn't have any stupid laws like that). If he wants to ship them, he can just have them shipped, so long as the package is sent from his name and address in PA to his name and address in AZ. I think FFL's are only required for interstate shipments from one person to another.
EDIT: I'm not a lawyer or a legal scholar, so don't take my word for it. Give the local JBT field office a call and ask about the situation. Much as I hate to deal with them, my experience with this sort of thing is that they are actually very helpful in answering these types of questions.