Yes, at Kanab, Utah, ECMWF model shows lower temperatures. HRRR is much better and Meteoblue for local forecast is probably the best (shown with Observation vs forecast feature with the reported temperature at weather station of Kanab Municipal Airport).
Fortunately ECMWF is not so bad everywhere.
Why does this model give so bad temps forecasts at your location? Difficult to say.
The model altitude is 100m higher than the real altitude, it explains a part of the discrepancy.
There are mountains near Kanab, so a model with higher resolution like HRRR gives better results.
But in Windy, given the temperatures provided on the Utah map, the ECMWF looks lower overall and it's hard to explain.

This is consistent with the error I've been observing with ECMWF forecasted temps down here for a long, long time.

Is this happening elsewhere, too? I know the ECMWF model can't be that badly broken. It's supposed to be the best, after all.