It's due to the strong seasonal differential between ocean heating and heating over certain types of land masses, which produces a turbulent season-specific 'sea breeze' that carries humidity inland.
The sharp difference in air pressure plus the moisture content typically brews large, dangerous, rain-heavy thunderstorms with lots of turbulent wind. The sudden rise in elevation as the warm wet air hits the lower Rockies/Sierra Madres contributes to the severity (and spottiness) of the seasonal storms.
Our monsoon system is meteorologically exactly a smaller version of the classic Asian-Pacific monsoon, and the pressure difference produced by the heating of the Sonoran and Mojave Deserts vs. Gulf of Mexico can be quite extreme in northern Mexico, AZ, and N Mexico, primarily -- but because the moisture is mainly from the Gulf of Mexico, not the whole Pacific, and we have the Mogollon Rim, not the Himalayas, our weather is substantially less violent or predictable. (Of course extra wind or moisture from hurricanes, etc. adds to this.)
The sharp temperature and pressure differential and the extra moisture mean that the kind of convection currents and updrafts that power serious thunderheads, and the supercooled moist air at high altitudes that allow massive static charges to build up ( = lightning) are much more likely to happen during our monsoon than any other time of year here.
