I wouldn't own a truck without it (and haven't for about 35 years), but that's just because we use it a lot.
For your purposes, I'm guessing you won't need it. You're in Phoenix. You won't want to be taking a 16k fiver off paved roads. You wouldn't be asking if you had a history of using/needing 4WD. GM makes a lousy 4WD front end anyway, compared to the other two. All else being equal, you will have a higher net load capacity available without the added weight of the 4WD components. So reading between the lines, I would say you won't miss not having it.
The lower resale value thing is correct, but maybe less so on a dually than it is on the SRW trucks. Owners of duallies tend to stay on the road more.