Can you take a look at NM Form PIT-1, line 1e, and see if "N" is entered there? If it is, the return was filed for a nonresident, and only NM-sourced income taxed.
You may want to contact TurboTax support and see if someone can take a look at the return and determine what is (if anything) amiss. If the first expert you talk to is not an expert in NM taxes, you can request a callback from another expert.
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