I'm guessing it's partly the fact that it's isolated from metropolitan France, doesn't pay much attention to what happens over there and just does its own thing (see other overseas territories), and partly the phenomenon of super-religious super-right-wing peripherial regions like Brittany shifting left due to secularization, just turned up to 11.
The real question is how it would vote if it were a part of Canada.
(Yay 1000th post!)
I wonder if they’d be admitted as a territory or as part of a province (Quebec due to language or Newfoundland and Labrador (and St. Pierre and Miquelon) due to proximity).