I think thats what gave them the idea, those holes are naturally occuring. (the smaller ones are all over the cliff faces)
They also mined the tuff for building material. A lot of the ruins there have tuff shaped into ‘bricks’ with mortar between them or cinking stones, then covered with lime or mud plaster.
The Pajarito Plateau is basically one large pyroclastic flow which solidified into volcanic tuff. If you do a google map on Los Alamos and zoom out you can see the caldera to the NW, the Valle Grande. Some of the tuff is 500+ feet thick—there were two major eruptions, so the total tuff is 1000 feet in places.
Hiking in Bandelier backcountry is also great, but bring very good hiking boots and be in good shape—at 6500-7000 feet altitude starts to become a factor for lowlanders like me. Alamo canyon will kick your butt if you try it the first few days in the area. And bring raingear: they have t-storms just about every afternoon July-Sep, some very violent.
My boots only lasted a month walking on that volcanic tuff. Wore the soles right through.