Probably becasue minorities, even if they happen to be more moderate or even conservative on certain issues, often feel alienated from the Republican Party as an institution, so they end up voting for and identifying with Democrats.
Basically this (the same applies to women, gay people, and some other groups to varying degrees), although the extent to which the premise of this thread is even the case is exaggerated. Sanders, for example, lost most minorities because he was weak on racial issues, not because they thought he was too left-wing.