During the summer Utah is on daylight savings time, Arizona does NOT observe daylight savings time but the Navajo Nation within Arizona DOES observe daylight savings time.
Antelope Canyon is on Navajo Nation land and requires a tour guide from a licensed tour guide company. The canyon and tour guides DO observe daylight savings time.
The canyon is only about 5 miles from the Utah border and many people are traveling from Utah. Because of all the competing cell phone towers you end up with people that show up at the wrong time.
I purposely brought an old school watch for my trip.
edit: it is West Wendover NV
They probably want to stay on Mountain time because 99% of their visitors/customers are from Salt Lake City on mountain time and their TV stations are also probably from Salt Lake City