Umm.....Madison, the capital city of WI is the Berkeley of the Midwest. It was so long before he started living there, (which he does because that's where the Governor's residence is)
There's not a whole lot a Governor can do about the rabidly leftist areas of a state....all local government agents, police, etc. are cut from the same cloth.
You will also note that Milwaukee is a sanctuary city. This is where Sheriff David Clarke lives and works and does his best to fight the policies of the left.
To my knowledge Walker has never spoke about Sanctuary Cities.