I read in a post somewhere that the wiring for heated seats were already installed in the seats, but there was no controls on some cars. Is this true?

 

From the research I did when installing the heated seats is that the wiring is in place for the switches behind the console and in the plug for the seat module. The seats are not pre-wired.

 

It's possible - you'd need to inspect the wire connectors under your seats, the likely thing is a loom with the connectors to accept heated seats, less likely is heated seats not connected. I think it's 2 yellow cables, one striped on a black connector under the front seats for heated functions.
Like a number of options, it can be fitted, you just need the bits.
Being in New Mexico, is it necessary?