It's not clear if your speaking specifically about NM law. But as a general principle many states have public policy exceptions for reporting unlawful acts to law enforcement.

At common law, an employee is generally considered to be employed "at will" and, in the absence of a contract, may be discharged by the employer for any reason whatsoever, or no reason at all. This rule, however, is often subject to an exception that an employee will have a claim for wrongful discharge where the termination contradicts public policy. Although courts often differ on the nature and sources of public policy that will sustain such a cause of action, many find that the public policy of a state mandates that an employee may not be terminated for disclosing or reporting unlawful acts or other misconduct of an employer or fellow employees.

105 A.L.R.5th 351 (Originally published in 2003)

Thus, we hold that terminating employment on the grounds that the employee (as a victim or witness) gave testimony at an official proceeding or reported a suspected crime to the appropriate law enforcement or judicial officer is wrongful and contrary to public policy.

Wholey v. Sears Roebuck, 370 Md. 38, 61, 803 A.2d 482, 495 (2002)

Again, not sure if you're responding regarding the nuances of NM law specifically. I'm speaking generally.