When there's a sustained negative-degree-weather event for over a week, many people start plugging in extra space heaters or run their electric central heater longer, which places a huge amount of strain on the grid.
Luckily there are many in the midwest who use gas for heating, since it's way more efficient in the long winter months.
There are other factors too, like some plants not being maintained to a level where they can operate at full capacity in freezing weather for weeks at a time (many can, but some are not maintained to that standard—see TX), so those plants can't just pop online like they normally would during the summer.
According to the utility, shortages are not anticipated in Arizona, but conservation will help maintain the interstate pipeline system.
https://www.kgun9.com/news/local-news/southwest-gas-asks-cus...
Parents got ~10" of snow yesterday night. But it's just business as usual.