Most wreckage has been cleaned up leaving only small bits. Especially in the civilian accessible dunes. Rarely, drifting dunes reveal something like a fin or part of a wing. The missile range and AF base have been around for a long time. The dunes were not always open to visitors. Pilot training, missile and bomb testing, electronics and radar testing, scientific things, there was a laser weapon test facility, ground actions, and whatever they don't talk about. Plenty of things blown up, crashed, lost, or abandoned. So there is plenty of bits.
If there was an old bomb or something found the sands would be closed and there would be guards around it until cleaned up. That's why I think the markers more about unidentified junk than a probable threat. During a missile test the sands are closed all day and the road to Las Cruces is blocked for some hours.
