In NYC in 1920, the Irish were mad at Wilson (and by extension the Democrats) for helping the UK during the War. The Germans were mad too (although there were far less Germans proportionally than in Midwestern cities). This was part of the reason for Harding's landslide. In 1924 the non-GOP vote was split, and Davis was a terrible candidate. By 1928 ethnic anger at the Dems had subsided, and the party itself was more united.
It really shows the power machine politics had over the urban Irish vote then...