Of course it's predominantly Mormon, but that doesn't really answer the question--why is Davis County Mormon and Conservative when that's not the case for suburbs on the other side of SLC?
Davis County is just not as connected to the center of Salt Lake County as places like West Valley City or Murray. The commercial center of Salt Lake County is very spread out, extending way south of Salt Lake City into Millcreek and Murray and west into West Valley City, so places like West Valley City and Murray are actually much closer to the commercial center. Eastern Salt Lake County in particular is the center of non-Mormon life in Utah, so places like Murray and adjacent towns are much less than majority Mormon (Salt Lake County as a whole is 56% Mormon, but that also includes places in the southern part of the county that are close to 80% Mormon, and that 56% also includes a lot more non-practicing or otherwise non-conforming Mormons than in any other counties.) And Davis County was also developed a lot later than the inner parts of the Salt Lake Valley.
And people move where there are like-minded people. Liberal-minded people moving to/around the Salt Lake City metro move to Millcreek, Murray, South Salt Lake, etc. if not into Salt Lake City itself. Conservative-minded people move to Bountiful, Riverton, Draper, etc.
