Probably because those states were more sympathetic to the Confederacy during the Civil War. I don't know.
In Kentucky, Maryland and Delaware Confederate sympathizers had acquired virtual control of the government in the years since the Civil War ended.
This effect was so powerful that fiercely Unionist Clinton County in the eastern Pennyroyal – where since 1896 no Democrat has cracked thirty percent, a distinction shared in the nation only by famously Republican Jackson County where Alf Landon won 89 percent in 1936 – voted Democratic, as did neighbouring Cumberland County. Neither of these have ever done so since, and nearby Rockcastle and Russell Counties, also fiercely Unionist, also voted Democratic but have been continuously Republican since 1884 and 1888 respectively.
Maryland and Delaware were also under Confederate control at the time. In contrast, Union troops controlled Missouri and West Virginia, so these states would vote Republican.
