Why does the question puzzle you? Why would you expect otherwise? Why is it hard for you to accept that different religions have different sets of values?
Republicans represent the establishment, normalcy, orthodoxy.
Democrats are more representitve of the outsider, the devients. Catholics were considered outsiders at one point, so Irish immigrants were always Democrats. In fact all immigrants have associated with the Democrat Party.
Gays, blacks, etc. also consider themselves outsiders and vote Democrat.
Jews apparently have followed that tradition, though I am a Republican.