I do think the Catholic preference for monarchy and feudalism might just explain the predilection for voting in Democrats.
How does egalitarian secularist socialism square with monarchist Catholicism?
Actually, there is a point in what Alex says. The United States lacks a European-style right wing ideology (vertical, hierarchical, organic collectivism). Since our version of a right wing is essentially Alexander Hamilton (The Money Power!!!), early Catholics latched onto the Democrat party as the closest they could come to a European right wing party (which was pretty much what certain aristocratic planters were) and many are still addicted. But then, this seems to be the way the Democrat party works (see the "redeemer"/jim crow era South).
A simpler and more realistic explanation is that the immigrant Catholics during the 19th and 20th centuries in the US were firmly rejected by the Republican Party, with its very English/Scottish heritage and strong Reformed roots. The Democratic Party was the only place that they could go politically.