I'm guessing because it's the biggest "nothing" state. There's literally nothing in New Mexico. No major businesses are headquartered there, there' little agriculture other than ranches, no major tourist spots, no major attractions, no major industries other than oil and gas, no large cities, it has a small population, etc. etc.
When basically no one lives in 80% of the state and no one wants to visit, it's easy to work outside the public eye.
Why are there more in NM than anywhere else?
I'm guessing because it's the biggest "nothing" state. There's literally nothing in New Mexico. No major businesses are headquartered there, there' little agriculture other than ranches, no major tourist spots, no major attractions, no major industries other than oil and gas, no large cities, it has a small population, etc. etc.
When basically no one lives in 80% of the state and no one wants to visit, it's easy to work outside the public eye.
The 3 in a row sort of matches the Rio Grande Rift Valley or natural fault lines.