Lost a golf club in Phoenix?

Phoenix golf is everyday golf rather than destination golf, which sets it apart from Scottsdale next door. Municipal and daily-fee courses spread across the metropolitan area, played year-round by people who live here, and in summer that means starting before sunrise to finish before the heat becomes dangerous. The dawn round is the defining local habit and the defining local cause of lost clubs — playing quickly, in poor light, on a course you know well enough that you stop paying attention to your own gear.

Where clubs go missing here

At dawn tee times through the summer, when the first few holes are played in genuine darkness. On the practice range at the busy municipal courses, where turnover is high and anything left behind gets absorbed into the crowd. And in the desert margins that border almost every fairway in the valley.

I teed off before sunrise and only noticed later.
Note the tee time in your description. Groups following you often find clubs left on early holes and turn them in.

I live here and play regularly. Is this really for me?
Just as much. Plenty of clubs go home in someone else's bag rather than into a bin.