I don't deal with it on a daily basis (I work and hang out mostly with transplants) so that one hasn't driven me crazy yet, but I have noticed it.
I'd say it's more the little things that collectively add up and annoy me. Chili, real chili being called Texas chili when they don't even call it that in Texas, not understanding the difference between Mexican food and New Mexican food, not understanding why you'd want something other than New Mexican food once you explain what Mexican food is, the mañana attitude in its entirety, everything closing early, everything being closed on Easter, nobody turning off "Open" signs when they're closed, Sunday alcohol restrictions, thinking that a 15 minute drive is "far", always going under the speed limit, not understanding that 15 minute drives are "far" maybe because they all go 5-10 MPH under the speed limit, incessant red light running, the desire to keep Albuquerque a rural cow town, lamenting a slow and not money flush economy and not understanding that might have something to do with wanting to keep Albuquerque a rural cow town...