There's an element of "conservatism" (in the old-school sense) in Bernie. At his core, a lot of his message is about rule following and fairness in relation to the economy. Now a lot of conservatives are more focused on anti-government policies, but I've come across many in my day-to-day life who associate with the GOP more because they see it as the party of structure and order. Bernie appeals to that, as his policies are pretty heavily focused on making big business and the wealthy "Play by the rules" so-to-speak.
Mostly this. During the primaries, I heard that some registered Democrats who had come to vote for Republicans consistently in general elections liked his message of economic fairness and equality. Of course, there was a significant number of them in formerly competitive or blue states such as Oklahoma and West Virginia who were planning on voting for the eventually Republican nominee in the general, but couldn't because they were registered Democrats, so they voted for Sanders as an anti-Clinton vote. (or in the case of West Virginia, were registered Democratic because they wanted to vote for Jim Justice.
