Nowadays, I imagine they'd be more Republican. I come from a predominantly rural, conservative German Lutheran community that is heavily Republican and only votes for Democrats when they win by landslides. I'm pretty sure it's always voted that way (at least it has as far back as I have data.) That seems to contradict a secondary source I saw that claimed German Lutherans voted Democrat because of the moralism in the GOP. I've always understood that until the Depression, German Catholics voted Democrat, German Protestants leaned Republican, and German Jews were solidly Republican.
I remember reading an article from the early 90s that mentioned that Lutherans voted over 60% Republican. I kind of doubt they get those kind of numbers now. http://www.leaderu.com/ftissues/ft9202/articles/noll.html
In till theres a better explanation i think we can safely say that in the mid-west, maybe the voting patterns in their homeland (With the CDU being the natural governing party in Germany, and in scandanavia where politics are slightly more left wing) that this is the best explanation.
http://www.geocurrents.info/geopolitics/elections/swedish-americans-vote-democrats-national-origins-voting-behavior-united-statesThere definitely is a pattern where the democrats were able to win precints that had a lot of scandanavian ancestry.
The only outliner is in iowa, where the voting patterns are swapped.