I grew up in these counties, the reason is simple:
The WOW counties are the only place in Wisconsin where "white collar wealthy professional" is the prevailing demographic.
Everywhere else in the state is either semi-rural (but not redneck rural) small towns with a super high percentage of blue collar manufacturing jobs or intensely liberal urban areas. I don't get the feeling that it's any more intensely conservative than the suburbs of Chicago or other Midwestern cities. The difference in Wisconsin is that, unlike virtually everywhere else in the country, the countryside is actually quite liberal. As I said, it's not redneck, but it is blue collar and agrarian.
So the real question isn't "why are Milwaukee's suburbs so conservative", it's "why is rural Wisconsin so liberal compared to literally anywhere else in the country?" For example, 2008 presidential results in Wisconsin:
wikipedia
PS: the two red counties in the extreme W/NW "bump" of Wisconsin are suburbs of the Twin Cities, which I suspect is why they went red as well. Other than Milwaukee and Twin City suburbs there were literally three counties in the state that went for McCain and one of them he didn't even have 50% of the vote.
Compare this to Illinois, Obama's own home state that he won in a landslide:
wikipedia
Or NY:
wikipedia
Or PA:
wikipedia
My family is a perfect example of this, my grandparents grew up on farms, then moved to a mid sized town and worked in union paper mill jobs, then saved up enough money to buy two dump trucks and run their own trucking business, and eventually they were able to buy the local biker bar that they ran for 25 years before retiring. My grandma is a diehard Democrat to this day, but lives in a town of 2,500 that's basically known as the walleye fishing capital of the world. My aunt and uncle also both work in mills in union jobs. My uncle is a semi-professional fisherman in his spare time when he's not working third shift. His son, my cousin, went to college and guess where he ended up... Working as the shift manager in a union paper mill, he's also a semi-pro fisherman. Then you have my parents who are both first generation college grads (my mom is literally the first person to go to college in her entire family) with white collar jobs who moved into the suburbs and are the only people in my Mom's entire extended family that have ever voted for a Republican. The difference is simple, my parents left the semi-rural semi-blue collar way of life behind. That's a way of life that I don't think really exists anywhere else in the US anymore, but rural Wisconsin is still staunchly pro-union, Democratic, and liberal. It's like a little slice of the old liberal industrial abolitionist North that spawned the GOP in the first place back in the days of Honest Abe has been preserved to this day.