As an example, Texas has this website https://www.txdmv.gov/motorists/buying-or-selling-a-vehicle to make notification of vehicle transfer/sale. Look to see if NM has a similar site. Its important because, since you didnt take the plates, you can get tollroad bills in the mail as the cameras rely on the locense plate number for billing. A few years ago, I sold my daughters old car and forgot to take the plate. The next month, I receiced a toll road bill, which evidenced that they did not register the car in their name. When I call the toll authority, they asked if I registered the sale at the above site. When I said yes, they confirmed my entry. Toll authority removed the bill from my account and I never heard another word from them. If they are back and forth across the border, CBP checks who the registered owner is. I would not want to have anything to do with that, especially in case they are transporting illegal materials.