Going on three!
Up here that's very unusual at this time of year. We usually get a storm every day or two with thermals coming off the Catskills and Gunks. That has been true since pre-colonial times. So... nearly 3 weeks may not be Southwestern drought weather, but it's long for us. Look at it like this, the last drought we had up here lasted a decade. Because of its effects on the region, particularly in the Eastern 2/3rds of New York State and Eastern Pennsylvania, it is one of the worst droughts in recorded history.
I think the Southwest gets droughts like this on a cyclical basis. The Arizona cliff dwellers were thought to have to abandoned their homes because of drought.