The NM border is extremely rough country. Hard desert. The kind you don't want to walk through. Most of the traffic, (from what I've read) is bussed within 5 miles of the border. There are literally no roads along a lot of that stretch in NM. Just hot by day, and cold by night. Hope that helps!
That, as well as the other posts, helps a lot. I always wondered why NM was never mentioned, now I know! Thanks for your comments.