I'm more curious about the reverse result in Wisconsin and Ohio: voted for FDR in 1940 but Dewey in 1944. One would have thought that German backlash would have been enough to flip these states to Willkie in 1940 - especially in Wisconsin.
Looking at Ohio's counties, I would assume the controversial coal strikes during the war hurt FDR with miners (seems to have also been the case in Wyoming). But I can't explain Wisconsin at all.
I guess maybe Wisconsin was just comparatively conservative to the rest of the rust belt / midwest states