How is Mississippi more conservative than Alabama?
MS whites voted higher for Bush than AL whites. Also, MS blacks voted higher for Bush than AL blacks. The only reason Bush did better in AL than MS was because MS has a higher black population.
How is Mississippi more conservative than Alabama?
It's a close race, but southern blacks tend to be slightly more socially conservative than southern whites on most things, and Mississippi is more black.
But, really, it depends on what issues you're looking at.
As you say, it does vary issue to issue. But overall, I'd disagree with your first assertion, since southern blacks are more socially liberal than southern whites on issues like crime (esp. capital punishment) and civil liberties.
What issues were you thinking of, where southern blacks would be more socially conservative than southern whites?
I wouldn't say that Southern black are more conservative than Southern Whites. Southern blacks do tend to be somewhat conservative on social issues, but vote Democratic in large numbers because they are quite liberal on economic issues.