Thanks for the comments, everyone. The monsoon indeed does get this far up into NM, and even farther north, up into Colorado and Utah as well. Dewpoints in parts of NM have been over 60 recently, and close to that here in Santa Fe. Other times of year, they are much lower.
In regard to the Valles Caldera question, that makes sense to me. Nearly every day the storms over the Jemez Mountains are the first to form, and last year when fishing in the Caldera we were warned about lightning and that often, the people fishing there are ordered out early (there is a complicated procedure with strict time limits for fishing there, but they are often further restricted due to lightning.)
Last May, while on the way up to fish a bit west of the Caldera, I encountered a thunderstorm that produced mixed rain and snow, even though the temperature in Los Alamos before the storm was around 70. There are pics on my Web page if you are interested. There certainly were lots of CGs there that day.