The description for the photo on the organization's web site (linked in the Petapixel article) reads,
> The image tells an important story of habitat fragmentation, and how structures such as the border wall can prevent wildlife from migrating and moving into other areas. The wall dominates the image, with the roadrunner seemingly powerless and small in the frame.
So they're not really being coy about this being a statement. The Petapixel article also has longer quotes from the artist about how disruptive he feels the border wall is for wildlife. I don't think it's a statement about immigration politics, per se, as much as a statement about unintended consequences of the way our actions affect the environment.