Trollslayer,
I agree, it is a little odd. But I don't think it's much different than other states. Particularly when you look at the route OP is taking. While I certainly don't know the details of what might be available from Memphis to the Grand Canyon, I have driven that route a number of times. I could probably come up with some scenic things to see in Arkansas, but that drive through Oklahoma and the panhandle of Texas is fairly uneventful. Not a whole lot to see once you enter New Mexico. Some Billy the Kid stuff would be possible I guess, if you want to drop down to the Fort Sumner area. Once you hit Arizona, you can stop at the Petrified Forest/Painted Desert. And then again at the meteorite crater. Next thing you know, you have arrived in Williams, AZ and are watching a mock gunfight the night before you get on a train to go to the Grand Canyon.
Most of the activities I spend my time doing are north or south of the I-40 corridor. Another option, depending on time available, would be a round trip up through the Valles Caldera, across to Los Alamos and into Santa Fe, then back to I-40. That's at least a half day though.
I'm sure someone can come on and tell me all the amazing things to do/see between Memphis and New Mexico. But I bet they are not much different than what New Mexico has to offer.