Why did they build their homes in such difficult to reach locations?
The Pueblo Indians were surrounded by many nomadic tribes which are revered for their fierce fighting skills. Today we collectively call those tribes "Apachean" and/or Navajo. The Pueblo Indians were agricultural and according to the Spanish, they were very peaceful. Spanish missionaries built churches amongst them and early European settlers traded with them with few problems. (They was an Indian uprising at Acoma in the 1500s and the friar was killed after he abused the Indians for many years by eating too much of their scarce food, but it appears to be the exception). The choice of building structure is defensive and was very successful until the arrival of the Spanish. The Pueblo Indians chose defense rather than to engage with the fierce warrior tribes surrounding them.