These states were more Republican for historical and structural reasons. You could switch the question: Why did all former confederate states, which were/are actually conservative, vote for the progressive FDR in 1932, 1936, 1940 and 1944, although the GOP candidates were more conservative?
Excellent point!
You're referring to voting patterns. They don't switch up easily—not even in a two-party contest when it would seem like the states' electorates should be able to keep score over the candidates' leanings.
No state has been loyal more times to the Republican Party, since they first competed in 1856, than Vermont. It carried Republican in every election from 1856 to 1988 with exception of Barry Goldwater in 1964; and 1964 was a preview of how the map would realign because Goldwater became the first Republican to carry Georgia (and that made Lyndon Johnson the first winning Democrat elected without Georgia). Five of Goldwater's six states were on what was the turf of the Democrats: Georgia, Louisiana, South Carolina and the two deep-south neighbors Alabama and Mississippi, which come off as the historical antithesis of Vermont. (Take a look at just how often Alabama and Mississippi, on one side, and Vermont, on the other side, agreed in given presidential elections! Since the Republicans-vs.-Democrats duopoly began in 1856, just five times during this period have the trio of states agreed: 1872, 1972, 1980, 1984, and 1988. And they were all from elections in which the winners carried more than 80 percent of the nation's states.)
Vermont did not carry for Franklin Roosevelt because it was regularly rock solid with the Republicans. Had Roosevelt been able to dislodge Vermont from the Republicans' grip…he would have ended up with all 48 states with his blowout re-election of 1936.
