You might be intereested in these two references:
"Slavery in New Mexico" DeBows Review No. 26, 1859
"The Cotton Fields of Arizona Territory" DeBows Review, No. 24, 1858.
Fehrenbacher, in The Slaveholding Republic, notes that DeBows correctly pointed out that the Gila River area of Arizona and southern California had "potential to support cotton agriculture." The professor also notes that the New Mexico Territorial Legislature passed slave code legislation in 1859, "as preparatory for some larger southern vision."
It certainly seems that the slaveholding interests were making a play for the territories in the southwest. Perhaps they should not have been so keen on secession, which settled the matter of southern slavery expansion once and for all.
Seems your position is closer to mine than I thought.
The whole point of secession was to leave the Union -- and whatever was left of Southerners' ambitions for their future as part of that Union.
They left a lot on the table, to be sure.