First of all, I live here in AZ also, Northwest part of Phoenix.
I planted four big corms this early spring that I got from some guy on eBay. He said they're apple bananas. They sprouted a lot of pups really fast during spring (I probably have a little over a dozen right now), but once the hundred degree weather hit us a couple of weeks ago, I notice two of the bigger plants had this problem. Newer leaves weren't unrolling, they were stuck. I tried helping them by peeling them but waited a few days with no sign of new growth.
I stumbled into this thread when I was searching for a solution. I was close to digging them out because i was worried of it rotting, but I decided to just cut off the roll of new leaf and see if it'll push out a new healthy leaf. The next two leaves that were pushed out were also not unrolling but finally the third one right now are healthy!
Not quite sure what caused it but hopefully the plants will stay healthy.
Mine are also planted close to a block wall to keep them warm in the winter. The soil was mixed with a lot of compost and mulch before spring. I water probably every 5-6 days. I have micro sprinklers that I leave on for 3hours to completely soak the soil.