I spent a week camping near the California/Arizona border and my phone was absolutely flummoxed by the time zones. It was constantly jumping back and forth an hour.
The weirdest part is that I wasn't even _that_ close to the border, it was 30-40 miles away. I know there is some room for error with phone location tracking but I've never had a maps app consistenly confuse my location with a spot 40 miles away.
I wonder if it has to do with which towers it is connecting to rather than where it thinks you are. I know time sync is important so perhaps your phone just shows you the timezone of the nearest tower and that almost always works well enough?
We were on vacation, driving on 89 from Page to Kanab, which crosses AZ/UT state line. Several times our phones switched to different TZs. It was annoying
I live right by the border, on the Utah side, and driving through Arizona and Nevada is always so confusing!