The Madison suburbs are extremely liberal because they surround Madison and so the people living in them are part of the Madison media market and are employed in the Madison area. Madison's economy is some combination of government employee, academia, and techie, fields that attract a left-leaning demographic overall. Madison itself has something of a Bohemian attraction to it, so the people who move to the city are likely to be rather leftwing. Those people are the ones fueling suburban growth, so it should be no surprise the suburbs are quite liberal.
The Milwaukee suburbs on the other hand are uniquely conservative for reasons that I don't quite understand. For some reason their conservative culture hasn't eroded to the same degree as other wealthy Midwestern suburbs, or if it has, those issues seem unimportant to those living there. Some have speculated things like talk radio or German ancestry play a unique role, but neither in and of itself seems to quite explain it.
Also, Cincinnati is worth noting as another Midwestern metro area with very conservative suburbs that haven't drifted left all that much (though the city of Cincinnati has).
