I took a trip to New Mexico recently and they told me it was the upsurge in crime.
I live in the Albuquerque metro (not Albuquerque, itself). Many big box stores have put so many items under lock and key it's to the point you can't shop anymore because you can't find someone to unlock the damned product. You also can't put it in your cart. They have to take it up front for you.
I remember a bar in Roswell so bad they stopped and frisked everyone to see if they had a gun or knife on them. If you did not, they issued you one before you went on in.