I agree. The bigger cities also tend to be loaded with transplants. No offense to Wisconsin, but it's not a destination that people move to, other than Madison which is always churning people because of the university.
Wisconsin is also up there in the 'state pride' rankings -- people who live in Wisconsin are proud of being from Wisconsin and cheer for Wisconsin sports teams. Texas is the only other state I've visited that is comparable. We've had that debate on the forum before with some arguing that one can't be a fan of multiple teams, but anyone who is a transplant knows that you tend to keep your hometown team and gradually pick up the local team as well, especially if the local team is not a rival of your hometown team.
I don't think it is especially unusual for different sports to have different fanbases. NFL and MLB have the most overlap. The NBA audience is younger, diverse, urban, international. I've worked with a number of Chinese colleagues who have heard of Milwaukee because of the NBA but know nothing about any of the other American sports. Milwaukee doesn't have an NHL team but in my experience that is another sport that attracts a completely different demographic in many places.