You have to distinguish between academic PhDs and private-industry PhDs. The PhD who depends on government grant money is naturally going to favor the expansion of government, because a bigger government will have more money to spend on an increasingly large number of topics.
The government empowers the credentialed over the competent. Naturally, the credentialed favor expansion of the power of government. The Democrats are the party of government. Therefore, most PhDs favor the Democrats, who recognize their “brilliance” and reward it proportionately. Same mootchal backscratching as between government unions and Democrats.