Never heard of New Mexico before. Or any of the places I've heard of so far. If she had to guess, Neo was definitely in another universe altogether. Though she never thought of multiple universes until now. All she knew was that this place was completely different from Remnant.
And you better not or I might just have to kill you. :P She added the little emoji at the end to indicate she wasn't serious. She could kill him and wouldn't feel bad about it either, but no, she wasn't actually going to do that just because he got them lost.