How do you plot polygons in GeoRegionValuePlots? I'd like to reproduce what the call (2) (below) does with something like the call to (4). As you can see using GeoDisk(s) (3) works but the call (4) with polygons fails. (1) is shown as a sanity check that my polygons actually work. I think that the problem is that I need to be specifying the color differently in (4). (4) was a naive extension of what worked for disks. I think the answer is hinted at in (1) since there is a color argument in that list.
nmcounties = AdministrativeDivisionData[Entity["AdministrativeDivision", {"NewMexico", "UnitedStates"}], "Subdivisions"];
nmpopdensity = AdministrativeDivisionData[#, "PopulationDensity"] & /@ nmcounties;
nmpgons = AdministrativeDivisionData[nmcounties, "Polygon"];
nmdisks = GeoDisk[GeoPosition[#], 10000] & /@ AdministrativeDivisionData[nmcounties, "Position"];
(1) GeoGraphics[{EdgeForm[Black], FaceForm[Orange], nmpgons}]
(2) GeoRegionValuePlot[Thread[nmcounties -> nmpopdensity], ColorFunction -> ColorData["Rainbow"]]
(3) GeoRegionValuePlot[Thread[nmdisks -> nmpopdensity], ColorFunction -> ColorData["Rainbow"]]
(4) GeoRegionValuePlot[Thread[nmpgons -> nmpopdensity], ColorFunction -> ColorData["Rainbow"]]