It's a cultural thing. Just like why are most Congregationalists and Episcopalians Republican? The answer is that they historically stuck to the GOP back in the days when that party represented moderate-to-liberal New England upper crust WASPism. Similarly practicing and religious Jews support the Democrats because of their heritage as the party of immigrants and the working class. This allegiance held strong even as the general outlook of the parties shifted and more and more Jews rose in society.
^^^ this