I wouldn't be surprised if Episcopalians are a bit more Republican than you all think--probably still Democratic, at least since 2016, but they still are very much an elite white conservative church in the South.
There's also the question of how devout someone needs to be to be considered a member of a certain religion. For example, I would imagine that people who attend Episcopalian services every Sunday are still a good bit to the right of the overall population that would check 'Episcopalian' on a form. Also, are we counting more conservative Anglican congregations as Episcopalian here?
I saw this and this got me interested, so I went back into the CCES 2021 data to try and do this breakdown.
According to the CCES, 24.2% of Episcopalians attend religious services weekly or more (as compared to 23.5% of the general population).
Episcopalians who attend church at least weeklyWho did you vote for in the election for President in 2016?57.1% Hillary Clinton
34.9% Donald Trump
8.0% Other
80.1% Turnout
Who did you vote for in the election for President in 2020?63.1% Joe Biden
36.9% Donald Trump
0.0% Other
82.7% Turnout
Episcopalians who do not attend church at least weeklyWho did you vote for in the election for President in 2016?65.2% Hillary Clinton
29.9% Donald Trump
4.9% Other
82.5% Turnout
Who did you vote for in the election for President in 2020?64.8% Joe Biden
33.8% Donald Trump
1.4% Other
87.2% Turnout
This is to be taken with a little more skepticism as now we're running with a sample size of 82 for Episcopalians who attend church weekly while 264 don't, and all these are still being weighted.
However, interestingly the correlation is not a large one (it was much larger back in 2016 though).
It might be a denominational difference, and hopefully the upcoming CCES 2022 with a sample 3 times larger will answer these questions more thoroughly.