If I were to guess, it's the fact that Italians comprise the largest White ethnic group in NYC but not in Philadelphia. Given that American politics is racially polarized, it would make sense that the largest White ethnic group would control the local Republican machine. In NYC, Italians have controlled the NYC GOP for so many decades that the two are often one and the same and the party is a vehicle for Italian interests. However, in Philly the local GOP doesn't serve as a vehicle for Italians, but instead more for the Irish. Thus the Philly Italians view politics through a less local/machine mindset and more through a nationalized mindset.
As an NYC Resident, I will second this. On a much more local level, there seems to be so many examples of Republican Italians to where it's almost become like part of that community's identity.