It's really not that complicated. First, as someone mentioned earlier, Jews tend to live in cities, and city folk vote Democrat. Second, relatedly but not the same, Jews tend to be cosmopolitan types and are therefore social liberals -- pro-abortion, pro-gay, no faith in the public square. Even the ones who vote Republican tend to do so because of economics and foreign policy, not social issues. If the Reps and Dems switched on abortion, gays, and faith, then you'd see a massive shift in voting behavior.
Finally, remember, too, that Jews who came to the U.S. near the beginning of the century were often socialists. They didn't come here to flee communism. The New York Jewish community was probably THE major source for the development of American socialist thought in this century.
Yes, voting Democratic is against their interests in a lot of specific ways. But who Jews are at their core is so aligned with the Democratic philosophy that it's hard to conceive of them voting differently, barring a massive change in party ideology of the kind I mentioned.
Bingo! We have a winner...