John, that was done by the same mentality which continues to regard Texas as part of the SW, instead of the Southern Plains where it belongs.
If you travel I-40 west from Amarillo, TX to Tucumcari, NM it's very apparent where the SW starts. The land rises several thousand feet in the approximately 100 miles between the two cities. As a result, the character of the countryside changes rather dramatically. Tucumcari is on the Llano Escatado (Staked Plains), so named by the early Spanish because they had to drive stakes in the trail periodically to keep from getting lost.
There is a quotation from one of the early NM Territorial Governors that says "Poor New Mexico! So far from Heaven and so close to Texas".