but of course the loyalties of NY fans are always "whoever's doing better" so it isn't really meaningful anyway.
This, essentially. In the New York area, though, Mets fans tend to be older and whiter than Yankees fans on average. So my guess is that they're slightly more Republican on average there. But nationally, of course, there are far more Yankees fans, which probably skews the Yankee fandom as a whole more conservative, since New York/New Jersey, where the overwhelming majority of Mets fans are from, is much more liberal than the nation as a whole.
Sticking with baseball, the Chicago and Los Angeles teams show similar divides. Cubs fans are whiter than White Sox fans, and Angels fans are whiter than Dodgers fans. So my guess is that Cubs and Angels fans are slightly more Republican than White Sox and Dodgers fans. This is also accentuated by the fact that the Cubs, like the Yankees, have a national fanbase.
Baseball in this country as a whole has become an old white man's game, and is only getting whiter, both in terms of who is watching and who is playing. The percentage of African American players has been on the decline for decades, to the point where MLB is panicking and trying to figure out how to win back black fans and players. And just look at the ZIP codes of the high schools that the top American-born baseball players are from, and it's overwhelmingly very white, conservative, and disproportionately Southern areas. The overwhelmingly white conservative Southern suburbs are where the best domestic talent is coming from these days, at the expense of pretty much everywhere else.