Looks like there's a system of basically tethered blimps in that area used for surveillance:

https://www.cbp.gov/frontline/frontline-november-aerostats

They're based out of Marfa--that's the MRF location on the map. Sounds like they keep an eye out for drug smugglers. They have the no-fly zone there because it's so remote. People like flying low-altitude flights across the border. Looks like this same zone has been designated a no-fly zone a bit in the past.

So might be something, might be nothing. Leaning toward 'nothing' unless something else shows up.