Because it used to be their land.
Spain.
Germany didn't explore anything. Spain explored the American Southeast and Southwest. England the east coast.
Francisco Vasquez de Coronado was sent by Spain to explore the North American Southwest in the early 16th century.
To try to colonize the area. Spain had several anchorages on the Pacific coast of North America, and these were later raided by British privateers.
Cortez was born in Spain. He sailed to the Island of Hispaniola, helped colonize Cuba, and finally conquered Mexico. He died in Spain December 2, 1549 near Sevilla Spain.
Spain explored and claimed all of the New World from the American Southwest to the southern tip of South America except Brazil. They also claimed Caribbean Islands, the Phillipine Islands, and Guam.
Spain
Francisco Coronado received his military training in Spain and served in various military campaigns before leading his own expedition to explore the American Southwest in the 16th century.
Spain and Frence both wanted Native american slaves to bring back to europe
2012
Juan de Oñate traveled to present-day New Mexico in 1598, leading an expedition to colonize the region on behalf of Spain. Oñate's journey was significant as it marked the beginning of Spanish colonization in the American Southwest.
The question as posed is unanswerable since it does not specify the what "southwest" is in relation to.If it is about the Southwestern USA, then the answer is Hernando de Soto.If it is about the Southwest Andean Region, then the answer is Francisco Pizarro.If it is about Southwestern edge of the Gulf of Mexico, then the answer is Hernan Cortés.Ad nauseum.