It doesn't need dry - it is not overly drought tolerant - but it does need good drainage. This is really a woody shrub but in colder areas, usually treated as a dieback perennial.

I have several caryopteris/blue mist shrubs planted in full sun, slightly acidic sandy loam near a gradual slope where they can be assured of sufficient drainage. They were planted in 2006 and thus far have thrived. My garden is in southern New England so the weather is unpredictable and changeable. Since you're in a much hotter zone I would guess they'd like the extra water but might suffer from the heat.

For what it's worth, here's what I found on the White Flower Farm website: Easy to grow in a sunny location in well-drained soil. Drought tolerant (even moisture is required in the South and West). In cold-winter climates, plants may suffer some dieback; prune away deadwood as new shoots emerge in spring. Gardeners in the South and West should also prune Caryopteris hard in spring; the payoff is a shrub with a better habit and more flowers. In the Deep South and West, plants bloom in early summer; if trimmed back after the first wave of flowering, they bloom again in fall.

As long as the soil is well drained they should be fine. Mine are not in a dry area, just well drained.