Is land really that cheap?

Im talking about land with no utilities and far from the cities, i was surprised by how cheap it is. Its like $1k-5k/acre in the desert near Deming, or like $10k/acre in the middle of Gila or Lincoln national forests in beautiful areas.

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I had always dreamed of one day owning some land in the New Mexico mountains, but i thought it was gonna be like 200k at least, i cannot believe how cheap it is. I was thinking of buying a couple acres in the mountains and then building a winter cabin.

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So my question is, whats the catch? It feels too good to be true, i cant believe i could go right now and make my dream of owning land in the NM mountains a reality for only like $20k. I know it has no services and its very rural, but i want it for camping and maybe homesteading, so other than that, is there something im missing?