College grads tend to be in the upper middle class, which tends toward Republican as they get older, for a variety of reasons.
College grads are more likely to come from middle class families, which tend to be Republican more than Democrat; while they might be liberal in college, once they're out of college and family again influences more than professors, they tend to drift away from the college phases and back to Republican.
Post-grad education tends to have so much heavy influence by the professors than under-grad is. You get a lot more one-on-one time with professors by default, where the only undergrads who really seem to care about what their professors believe are those who plan to go post-grad anyway-- they're more likely to be influenced by other students, where the loudest on campus tend to be the liberals, particularly the feminists (at least, that was my experience, though there were plenty of religious booths for Christians and Muslims, as well, at all of the events and in the Quad and such), who dabble in about every progressivist/environmentalist/whateverist movement that catches their fancy. And just like always, where the girls go, the boys will follow, because hey-- boobs. Some guys are genuinely persuaded, some guys go because they already agree, but a lot just go to say the right things (just like in the classroom), get what they want, and then move on. Many others are persuaded for the time they are there-- they aren't there to use people, but then those are the same people who get persuaded by the next crowd they are with. It should be noted that the (mostly hard sciences/economics/mathematics) fields that are dominated (or at least more evenly balanced) with conservatives (though not religious) tend to have post-grads who are also leaning that way.
So yeah-- it doesn't surprise me. Just like Republicans dominate with the strong and high-middle of education, while Democrats dominate with the extremely poorly educated and the extremely well educated, it's the same with economics-- Republicans have the most self-made "small time" millionaires (mostly folks in their 40s+ who have built that up over their working lives), down through the middle class, Democrats have the edge with the most extremely wealthy and the most extremely poor. Democrats have tended to control the extremes, while Republicans have tended to control the middle. But the extremes tend to congregate in cities, the middle classes tend to congregate in the suburban/subrural/rural areas. I mean, I know folks focus on the Koch brothers, but... let's not pretend there aren't people just as wealthy-- wealthier-- throwing huge support behind the Democrats, in both time and money.