Presumably because older cohorts from MT are of a more Democratic lean historically (at least among native Montanans), and younger people are disproportionately either college students (transplants or otherwise) and/or yuppies looking to be edgy in their living arrangements.
On the surface, MT strikes me as one of these states that doesn't have a large native young population, given its recent growth has likely been fueled by middle-aged outsiders (who, despite their lean toward the GOP, would still be more Democratic than native-born middle-aged Montanans).
I could totally be wrong about all of this
The exit poll for Montana's 2012 presidential race was kind of interesting:
http://www.cnn.com/election/2012/results/state/MT/president/30-44: 38% - 57% Romney
40-49: 31% - 66% Romney
Somehow, the 18-29 year olds and 50-64 year olds were the most Democratic, and the 40-49 and 65+ year olds were the most Republican. Some of this could just be due to small sample sizes though. And the partisan imbalance seems more relevant for presidential races rather than other offices.