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.
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.