There is a civil rights law in NM that allows you to sue the agency AND the officer for arresting you. This is why no cop arrested anyone. Because if they do, they lose qualified immunity and can be personally sued.
6 min video below explains it at 3:50 mark
Any public body within the state for claims brought pursuant to the
New Mexico Civil Rights Act, and the public body or person
acting on behalf of, under color of or within the course and
scope of the authority of the public body provided pursuant to
the New Mexico Civil Rights Act shall not assert sovereign
immunity as a defense or bar to an action.
h/t Kingzzor