It's not the lights behind you, but it is that "person" you have a feeling that is sitting in the back seat and invisible in the mirror. It only appears in the corner of your eye when you glance back. It disappears in the smallest fraction of a second when it senses you sense them. Though you live in New Mexico, you know it is not a "gray". They are pre-dated by other entities that have traveled across the same ground you travel on. Perhaps it is that beautiful woman you saw on the side of the road one night, with her cloven hooves hidden by a long, flowing skirt. Or, the old man you picked up years ago when he saw your headlights coming. Sure you gave him a lift, but died in your car before arriving at his destination.
Of course, when you arrive home, these thoughts and feelings are not in the forefront of your mind. They reside in the farthest corner of your mind - the part that often takes the road through The Twilight Zone.