Parts of Colorado and Southern California had strong pro-secessionist sentiment, and many of the recent settlers (miners, laborers, etc.) were from the South. Sibley was hoping to gain recruits along the way of his campaign. A few lines from the Wikipedia article "Colorado in the American Civil War" seems to indicate there was substantial enough pro-secessionist sentiment in Colorado to actually be considered a real threat, and apparently there were hot spots of potential recruits.
"During the late 1850s, many Southerners migrated to the Colorado Territory in search of new opportunities, including working in the newly discovered gold fields. When the War broke out, many returned to the South to defend their homes. However, some remained and formed militia groups in
Fairplay,
Leadville,
Denver and Mace's Hole (present day
Beulah). These Confederate Partisan Ranger units operated in the Colorado Territory from 1861 to 1865, raiding supply wagon trains, disrupting communications lines, recruiting volunteers, and skirmishing with Union troops. There were also pockets of strong support for the Confederacy in the mining areas and in the
Arkansas River Valley, from
Cañon City eastward to
Lamar, and Cañon City southward to
Trinidad.
[2] "
"In 1861, when Confederate
General Sibley organized his
army to invade New Mexico, he commissioned Captain
George Madison to go into Colorado with a two-fold mission: disrupt federal mail and communication lines, and to help organize Confederate recruitment there. At this time, Confederate recruits in Colorado were first sent to a camp in the
Pikes Peak area, and then sent to the main Confederate encampment at Mace's Hole. In early 1862, Captain Madison and his men captured mail en route to
Ft. Garland. Madison was also actively planning a raid on Ft. Garland. Federal soldiers learned of the encampment at Mace's Hole and broke up the regiment while many of the Confederates were away. The Federals captured forty-four Confederates and took them to Denver.
[4] "
"The "
Reynolds Gang", a group of Southern Sympathizers, operated in
South Park in 1864. Their objective was to rob the gold mines in the area to help finance the Confederate Government. However, their goal was never accomplished and the members were eventually captured. While the captured southern sympathizers were being taken to
Fort Lyon, the first stop on their way to Denver for a military trial, they attempted their escape. A gunfight ensued and three of the prisoners were killed. However, two managed to steal horses in the confusion and escaped to the
New Mexico Territory.
[5] "