Joseph City, AZ, location of the Cholla, is right outside of the Navajo Nation: https://en.wikipedia.org/wiki/Joseph_City,_Arizona

So technically, no, although I have to imagine any air pollution from the plant wouldn't stop at the border.

And yeah, these do provide jobs in places where there aren't a lot of ways to earn money. The solar plants have been getting built in other parts of the state.