N.M. Stat. § 59A-18-28
Notice; waiver.
The acknowledgment by any insurance company of the receipt of notice given under
any policy covered by this code [Chapter 59A NMSA 1978], or the furnishing of forms
for filing proofs of loss, or the acceptance of such proofs, or the investigation of any
claim thereunder shall not operate as a waiver of any of the rights of the insurance
company in defense of any claim arising under such policy.