Near the TX/NM border, where I am, you can save by shopping across the line and people do it all the time. El Paso sales tax is 8.5% and Dona Ana County (border county) is 6.35%, the Commissary charges 5% but they call it a surcharge instead of a tax and if you cross the international line things are even cheaper. For vehicle purchase Texas charges 6.5% and NM charges 3%.
If the price of the fuel to drive is not prohibitive you can same money on everything you purchase including your RV. I do not know where in NM the OP is but if it is near the border the dealer is likely telling the truth about the number of customers.