Dear DUmmies,
As a former NM resident, I can say that we did not have "low" state taxes. The reasons why states such as Alaska, etc., have lower taxes would be because they have other revenue streams, such as oil, tourism, etc. I live in a state which has NO income OR sales tax, yet the rate of return of federal dollars is 47th (NH). Some of the reasons why your "return" data is skewed is because of federal contributions to roads, military bases, or (in the case of NM), payments for supplements for Native Americans, which if you've ever been to Gallup, Taos, or Farmington on a weekend, there's a whole lot of 'em.
Of course, what the DUmmies fail to mention is that for ever dollar DC sends to federal coffers, they get back $5.55, Louisiana gets $1.78, West Virginia gets $1.76, and other higher-taxed states like VA, HI, and ME all get back significantly more than they pay in. Come to think of it, outside the Four Corners area, NM is pretty blue as well....