Lifelong ABQ resident here. I've had one vehicle stolen/burglarized, but first time was my fault (red Mustang convertible with nice stereo and left the top down) and second time it was stolen from a high theft area. Crime in ABQ is hyper-concentrated - almost guaranteed in the "warzone" area, but drops off exponentially away from that. I frequently (accidentally) leave my garage door open and never had issues.
I will say that some locals statewide (especially northern NM) tend to loathe out of state plates, so if you're camped out hunting in a trophy unit with Texas plates.... just make sure to appear as empty/boring as possible.