Because that's Arizona State law, and similar laws exist in other states. Here's some exerpts from the legal statute after a quick search:

§28-101 Definitions

87. "Vehicle":

(a) Means a device in, on or by which a person or property is or may be transported or drawn on a public highway.

(b) Does not include:

...

(i) Electric bicycles, electric miniature scooters, electric standup scooters and devices moved by human power.

So bicycles are not vehicles, according to Arizona State law.

§28-701 Reasonable and prudent speed; prima facie evidence; exceptions:

A. A person shall not drive a motor vehicle at such a slow speed as to impede or block the normal and reasonable movement of traffic except when reduced speed is necessary for safe operation or in compliance with law.

Note that bicycles are not motor vehicles as noted above in the definitions and thus exempt from this statute.

§28-735 Overtaking bicycles; civil penalties:

A. When overtaking and passing a bicycle proceeding in the same direction, a person driving a motor vehicle shall exercise due care by leaving a safe distance between the motor vehicle and the bicycle of not less than three feet until the motor vehicle is safely past the overtaken bicycle.

Bicycles must be given at least three feet of space when overtaking.

§28-812. Applicability of traffic laws to bicycle riders:

A. A person riding a bicycle on a roadway or on a shoulder adjoining a roadway is granted all of the rights and is subject to all of the duties applicable to the driver of a vehicle by this chapter and chapters 4 and 5 of this title, except special rules in this article and except provisions of this chapter and chapters 4 and 5 of this title that by their nature can have no application.

Bicycles have all the rights of a vehicle on a roadway or shoulder. So they absolutely belong there.

§28-815 Riding on roadway and bicycle path; bicycle path usage:

A. A person riding a bicycle on a roadway at less than the normal speed of traffic at the time and place and under the conditions then existing shall ride as close as practicable to the right-hand curb or edge of the roadway, except under any of the following situations:

Quick note, the shoulder does not count as part of the roadway (see below).

B. Persons riding bicycles on a roadway shall not ride more than two abreast except on paths or parts of roadways set aside for the exclusive use of bicycles.

The cyclists were riding two abreast.

§28-601. Definitions:

22. "Roadway" means that portion of a highway that is improved, designed or ordinarily used for vehicular travel, exclusive of the berm or shoulder. If a highway includes two or more separate roadways, roadway refers to any such roadway separately but not to all such roadways collectively.

So bicycles are allowed on the roadway, the roadway does not include the shoulder, and they are legally entitled to 3 feet of space from other traffic. I see no violations of the law in the video on the part of the cyclists, and I do see a violation from the RV here. The RV is 100% to blame here, the cyclists were actually probably too far to the right and should have occupied more of the roadway to push vehicles to change lanes to pass.

So the bicyclists were acting safely and were well within the law. I think they could've been more safe if they took up more of the roadway, not less.