That doesn’t mean the vampires hate New Mexico, lol, even tho I don’t remember it being mentioned anywhere else in canon other than QOTD, either. 

The only reference I see of New Mexico in QOTD is a very passing mention by a mortal (a bad guy) who’s dying: “Paralyzed, couldn’t move, thinking he was a kid again on a farm or something in New Mexico. Just baby talk.”

That wasn’t unfavorable (being mentioned by a dying bad guy doesn’t mean all ppl who had a childhood there will turn out to be bad guys), and doesn’t represent that the vampires hate New Mexico.

^Here’s a gif of Claudia playing w/ her food bc it’s similar to the scene in QOTD, someone else is playing w/ their food a little. 

Keep in mind that there’s a lot of canon that takes place in other places and time periods. New Mexico was admitted into the US in 1912 [so sayeth Wiki] idk if there were vampires there before or after that, but there may have been restrictions about crossing the border before 1912. Also, travel for leisure is a relatively modern thing. In fact, Louis doesn’t mention any travel for leisure during IWTV, the three of them just stayed in New Orleans for 65 years? It’s possible.