No. "Just dating," meaning hanging out together, watching movies, and other non-sexual activities, is not illegal. You should be aware that if your relationship does become sexual, even if you feel it is "consensual," it is illegal due to her age. In fact, sexual conduct with a minor who is at least 15 years old is a class 6 felony in Arizona. (It is a more serious crime where the minor is under 15 years old.) Additionally, any abuse that rises to the level of a misdemeanor assault or worse, or other criminal acts, can be considered "domestic violence" under recent changes to Arizona law, and can result in more severe penalties.
This can be an awkward situation at your respective ages, but under the law, a 16 year old cannot "consent" to sexual activity. So be careful.
Your playing with fire. These types of relationships rarely stay platonic. Additionally, consider this; even if you do nothing, if she gets angry with you and says the two of you had sex, how are you going to defend yourself having spent so much time with her.
I have to agree. Step away from this before it becomes a problem. A couple of years down the road (when she is of legal age), you can find out if a relationship is possible.
Legalities: I am not your lawyer. This does not establish an attorney-client relationship. This is not legal advice - it is an initial reaction to hearing a fact pattern. No research was conducted. I have not seen any of your documents. Oftentimes, documents and/or other evidence, once reviewed, will alter an initial reaction.