Farmers here in the Coachella Valley grow hundreds of types of crops, including several varieties of squash. In fact, according to the Coachella Valley Water District, over 300 acres of farmland are dedicated to growing squash (per the 2019 crop report).
Several sources explained to me that it is too hot here in the valley to grow pumpkins. By the time the flowers bloom in the summer, it's already too hot for them to be pollinated. If farmers try to plant the pumpkins later in the season, they won't receive their color(s) until close to Thanksgiving.
The pumpkins we find in stores or local pumpkin patches come from other places such as the Central Valley of California, Illinois, Texas, Michigan, Virginia and others. If you want to pick you own pumpkins from the vine, there are a few farms in the Inland Empire and San Gorgonio Pass.