I wonder if http://www.reddit.com/r/asksocialscience might be a better place to ask, although this sub can probably offer a historical perspective rather than a modern day analysis.

The simple answer for this is that it hasn't always been this way. It was farmers that drove the creation of the first social safety nets in Australia, the United States, and Canada, during the first half of the 20th century. Indeed, farmers for the longest time were among the most left-wing of all citizens.

Two important changes happened in the later half of that century that led to the current situation. First, the 'conservative' parties in North America and Australia started to utilize religion as a key element of their manner of self-identification. In general, rural areas have a higher participation rate in religion in all three of these countries. It is a niche issue that is generally easy to exploit as a way to get votes. This is the difference between socially liberal and socially conservative versus fiscally liberal and fiscally conservative. For most of the early 20th century, religion did not play a significant role in politics, at least not in the way it does today. For a long time one's religion did not play into how one might vote because social issues were generally on the backburner as compared to economic issues. This is why, for example, in my home province of Alberta, what amounted to a socialist party (the Social Credit party) was able to be elected. A very left wing party. That said, they retained power for more than three decades because they utilized religion as a key method of bringing the vote out to their side. Maurice Duplessis utilized a similar tactic in Quebec, while the modern day Republican party since the 1970s has utilized similar tactics. Basically, it is a focus on a niche issue above all others. Modern conservative parties have become very adept at utilizing this voter bloc, and indeed, some might argue that have actually caused a shift further right. After all, if you come to associate with a particular party generation over generation, you might begin to support the other ideas of that party even if it was originally a niche issue that caused you to vote that way.

That said, there is also the demographic shift to consider here. Rural areas in the US, Australia, and Canada have seen a significant shift in this regard. Compared with the beginning of the 20th century, the average rural voter is older and wealthier, both demographic aspects that are strongly correlated with voting more conservatively.

Historically, the reason I would say is Trade.

This excerpt on the expansion of trade in Europe during the high middle ages says it best:

Nor is the process of trade merely an economic one. Commerce has built bridges across which ideas as well as men and goods have passed. The foreign costume, customs, and language of merchants have stirred the sluggish minds of backwards nations. Traders from the Mediterranean brought in their packs to the northern and western barbarian objects of art, pictures, manuscripts and other such marvels, as well as coarser goods. In like fashion the products of barbarous lands have always intrigued the imagination of civilized peoples. Trade destroys isolation. Provincialism cannot long survive the arrival and departure of ships and caravans, the intercourse of merchants at markets and fairs. The exchange of goods, in early times, was the most influential of economic activities.

The Rise of Modern Europe: The Dawn of a New Era (1250-1453), by Edward P. Cheyney

Cities are where trade occurs, where ideas flow between people. You'll always see far more cultural diversity in a city than you will in a rural area. I think cultural diversity is the product of trade, and is the antithesis of the 'traditionalism' you see in rural areas.

It is really bias that depicts the rural areas of the US as more conservative. A great example comes from scholarship on the Second Ku Klux Klan. Until Jackson published, the traditional interpretation of the Klan came from the pen of H. L. Mencken. Mencken's believed that the Second Klan was a nativist movement that was predominately in rural, backwards areas of the country, specifically in the South. For years Mencken's thesis was accepted as doctrine. However, Jackson published a definitive revision of Mencken's work. In his The Ku Klux Klan in the City, Jackson argued that the Klan was actually more prominent in major US cities and that there was not a sectional bias. The Klan was revived in Atlanta, but it also made strong inroads all over the country. Because these places were cosmopolitan, they were hotbeds of racial angst. The Klan appealed to the sentiments of, for example, New Yorkers who were were fearful that the popery of Catholic immigrants would lead to the Roman Catholic Church taking over the US.

You see similar correlations in religious history. When Timothy Smith wrote his groundbreaking book on revivalism, Smith broke fresh ground. Before Smith, Turner's frontier thesis enamored historians, nearly held them captive. The traditional interpretation was that revivalism was more a product of the rural frontier. No self-respecting, upper class citizen would take part in the affair. Additionally, it was thought that that questionable theology of Perfectionism was solely a product of these backwards areas. Smith changed all of this. Smith pointed to the Businessman Revival of 1857, a response to the stock panic, was in the cities. Additionally, Smith looked to the revivalism of Dwight Moody, who only performed revivalism in the cities. Perfectionism was also a product of cultural centers as well as the frontier. Finney's radical Oberlin College created their own form of Perfectionism. Thus, the derided theology was not just a product of the the wild and low class frontier, but actually strands were developed at a center of academic learning.