Didn't see it myself since I'm in Norway, but my mate who lives in Scottsdale sent me a video that night and it's genuinely strange. The formation doesn't move like any conventional aircraft I've seen, and the spacing between the lights stays completely fixed even when the whole thing banks slightly.
What I want to know is whether anyone tracked the direction it came from and where it went. Did it just disappear or did it move off toward the horizon? Because the ones I've been following that show up over the Sonoran Desert area tend to do one or the other, and that distinction actually matters quite a bit for ruling out certain explanations.
Also was there any sound reported? That's the detail that almost nobody bothers to include and its always the most useful.