Their website notes that, in honor of the 75th Anniversary of the New Deal, the NM Legislature provided funding for statues of CCC workers, including one for the Roundhouse. Because Santa Fe, and the Roundhouse in particular, needs more statuary like a Griswold needs more Christmas lights.
Tourists could be attracted by our State's many many historic New Deal places - the remaining legacy of varied built, painted and bulldozed, bricked and shoveled projects. Not a statue.
The New Mexico State Fairgrounds is a prominent example of local WPA investment, as Denise Tessier points out in this August NM Independent story, where the photo came from.
The New Mexico Historic Preservation Division has New Deal info on this site.