The majority of filming that happens in Colorado and New Mexico is done by crews that belong to IATSE Union locals. Acted in by SAG-AFTRA members and written and directed by DGA and WGA members. You don’t know what you are talking about. Productions go to these states because they offer tax incentives not because they offer non-union labor.
But it also might send jobs overseas and to non union shops, just like Colorado and New Mexico have become havens for filming outside of Hollywood.