This fly does have a fairly short proboscis, not a long one like
Bombylius--I can see that clearly in another, more lateral, photo. The sharp zig-zag border on the dark area of the wings sure is distinctive. I'm thinking
Hemipenthes looks close, compare these other photos in the guide:
Robin McLeod suggests that this is very close to
Hemipenthes morio, an apparently holarctic species illustrated nicely from
Germany. I'd say this is all worth a move at least to the genus level.
This Arizona
Hemipenthes is taking nectar on Brittlebush,
Encilia farinosa, I believe. The abundant cultivated native plants at the
Desert Botanical Garden are real insect magnets. The garden is a good place to watch some really tame desert birds, mammals, and even lizards as well. (It is great for botany, of course.)