Since I live in New Mexico, I find myself speculating. Gotta admit it's too juicy to pass up. The evacuation was more than the observatory, I see. If it wasn't for the helicopter, I'd assume it would be an environmental concern like a gas leak or a chemical plume. There's certainly a lot of military stuff down that way and also some petrochemical operations. Could have been a downed military experiment. That might partially explain it, but that's not under the jurisdiction of the FBI.
The site is not terribly far from Lyn Buchanan's city of Las Cruces and not far from the Spaceport.
It's quite close to Alamogordo. How about something radiological? Radiological concerns are not in the scope of the FBI, but are in the purview of another fed agency. It's not terribly far from the U.S./Mexico Border. I don't see illegal immigration as a factor. My co-worker heard about this separately and said the news source mentioned drugs. Drug activity doesn't really explain it, either. Drugs are more the scope of ATF and you don't evacuate for most drug raids. An arsonist attempting to start a forest fire would almost explain it. The FBI would cover that, I think. But there'd be smoke.
There was a recent bust in Northern New Mexico of a suspected child terrorist training camp, if you can imagine that. Something similar, with improvised and dangerous weapons of mass destruction, could account for such activity. ATF, yes, but the FBI, too. No men in black? I don't think we're looking at otherworldly activity, just activity by nutty and weird humans.