On the average, October is about the best weather month in the Albuquerque area. That's a good reason the Fiesta is in October. The Fiesta initially was in February in the early 1970s. I would not be concerned about leaving my airplane tied down during the October timeframe.
Be prepared to wash it when you get back. Left mine tied down at Santa Fe for a month this spring, and it got quite a coating of red dust. Cover your canopy tightly.
It also endured a lot of wind. The "remove before flight" flags on my cowl plugs rubbed the local grit into the cowl marring the finish.