If you keep talking up your state and telling people how great it is it will rapidly take a turn for the worse.
Colorado used to be a lot like you describe then it achieved a "brand image" as a vacation spot, after about a generation of people retiring to their vacation spot and people moving there because "it's beautiful, why not" and the state is in a tailspin (being an early adopter on weed probably didn't help but that's beside the point). Now the cost of living is skyrocketing and Denver/Boulder seem to be hell bent on recreating all the bad (bad for people who aren't wealthy, that is) decisions of a certain west coast state.
Economy, people, natural environment, no place can be highly favorable to all three. You can make big bucks and enjoy nature all you want in CA but the rest of your life will be a rat race. You can live a nice life and make good money in some places on the east coast but god help you if you want to get outdoors once in awhile. There are still many highly rural states where you can enjoy nature and have a nice life but you won't be making big bucks there.
I understand that some people may want to drive tourism business in their state. As someone who grew up in a place where tourism is a major industry I believe it will destroy your culture over time. I understand that you're not advocating people move to NM, just saying it's a nice place to visit but that's the first step and I'm not gonna re-write my entire comment to be specific to that case.