From the point of view of role of government in people's lives

My guess has always been that the difference comes about because smaller communities can organize to solve problems without government help, so they lean towards 'limited government'. Larger communities have a naturally harder time organizing, and so they lean towards government programs.

If your community is 1,000 people and 1% of your population is homeless, you probably know the names of all 10 people and figure out a solution case by case. If your community is 10,000,000... that's 100,000 homeless people, which is a wholly different problem.

Large societies and contemporary conservative ideology just don't mix. You can't have a big city and a politician who is anti immigrant, anti gay, anti abortion, anti welfare, anti schools, because being positive on all of those issues is key to the success of that society in the first place. It's like being the executive of a coffee company while hating coffee, it just doesn't work out.

People who don't feel a need for personal space and privacy will move to cities. People who value those things move out. There is a difference in the voting behavior of those different kinds of people.

If you find crowds of strangers exciting in a good way, you move to the city. If they excite you in a bad way, you move away from the city.