The illegal problem in NM isn’t as bad as in AZ or CA due to our much smaller economy and population (there’s less than 2 million in the state), plus the native hispanic population is largely less than ‘welcoming’.
The ranchers are pretty good at taking care of themselves.
Sure, most people who live down there are armed and very willing to use force to defend themselves. But it is dangerous, was in the late '90s when I lived there, and they shouldn't have to live like it was a DMZ.