Earlier quoted context omitted.
Ohio is situated on the great lakes and therefore has a lot of cheaply available water, while Arizona does not. Chip production is water intensive. Not to mention the vast expanses of cheap land, and their electricity costs are pretty low as well. These could be reasons.
All this sounds irrelevant when an ASML machine costs $100 million a pop.
It seems that cost maybe around $300 million each: https://whbl.com/2022/01/19/intel-orders-asml-machine-still-...