I don't know that they have a stronger work ethic. But they have work ethics what employers generally rate as "better." But better and stronger are not synonymous. Why conservative work ethics rate "better" among employers is largely due to conservatives consistently scoring higher on "conscientiousness" on personality evaluations, and psychological assessments.
Within psychology, Conscientiousness is the personality trait of being careful, or vigilant. Conscientiousness implies a desire to do a task well, and to take obligations to others seriously. Conscientious people tend to be efficient and organized as opposed to easy-going and disorderly.
Clearly, a personality that emphasizes efficiency, organization, and obligations to employer, customers, etc. will hold a considerable advantage in most (but not all) workforces.
To me, a "strong" work ethic merely means a high desire to engage in productive or meaningful labor. But a "better" work ethic is one that allows a person to be more effective at their labor. Obviously, a person with high conscientiousness will be more effective, even if their desire to work is "weaker."
Here's a liberal, in a liberal paper, discussing conservative "Conscientiousness" https://www.washingtonpost.com/opinions/...