Sago palms can survive in full sun in Phoenix, but they almost always suffer. Their leaves turn yellow, especially in the middle of the fronds, and their tips sunburn brown. No amount of water, or fertilizer, or anything else, will help. They need some shade.
If these plants are getting some afternoon shade, they will be fine. The sun stress will go away after they get settled into their new home. If they are out in the "fires of hell" in Phoenix, they'll live, but won't ever look very good.
Of course, sago palms don't need to be planted in full shade, even in Phoenix, but if you have them out in full sun, especially with gravel and the reflected heat of a block wall, they are going to suffer, and will never do well there.
If, however, if your sagos have been recently transplanted, they may look like this for a season or two, even if all they are getting is morning sun. Many of these plants are grown in very comfortable conditions, usually around San Diego, and then are shipped to Phoenix. That's part of the reason that I like to find local growers, and even plants that look kind of neglected, that have been in Phoenix for a while.
So, there you go. Be careful not to overwater your sago palms, but do keep them watered during the heat of the summer. It's not a bad idea to hose the leaves down every once in a while, too. That's best done when the sun isn't hitting them. Add a little Miracle-Gro, that's all they need.