The D&RGW baggage fleet was upgraded in 1936-7 as part of the
San Juan &
Shavano modernization. The short 36'2" baggage cars received electric lighting, air signal system, and steam heat (some with just train lines for steam heat). The long 38'8" baggage cars received these upgrades plus a generator, which
CRA 25 lists as "Delco electric light plant." Note the additional roof stack for the generator that resembles a "tin-man helmet". At least one of these generator cars was always coupled between the RPO and the first coach.
The position of the generator does seem a plausible explanation for the San Juan/Shavano car order. Electric current transmission decays with distance and mechanical connections, so it's probably wise to minimize the distance between the power source and the revenue source (the fancy folks in the parlor car).