One would hope they did and were true to their oath, but a tweet reply may hold the hold the real answer.

I was unaware of this, but it indeed happened.

New Mexico Gov. Michelle Lujan Grisham (D) signed a law Wednesday that eliminates a legal defense known as qualified immunity, making it easier to sue government employees, including police officers, for civil rights violations.

Why it matters: New Mexico is now the third state to eliminate qualified immunity as a national debate unfolds on legal protections for police officers sparked by the 2020 death of George Floyd in Minneapolis.

New Mexico eliminates qualified immunity (axios.com)

And now the reply from the sheriff of Bernarlillo County against enforcing the order makes 100% sense:

However, as the elected Sheriff, I have reservations regarding this order. While I understand and appreciate the urgency, the temporary ban challenges the foundation of our Constitution, which I swore an oath to uphold. I am wary of placing my deputies in positions that could lead to civil liability conflicts, as well as the potential risks posed by prohibiting law-abiding citizens from their constitutional right to self-defense.

This I believe is a more accurate assessment of what and why happened and also a delightful dose of schadenfreude.