First of all, they aren’t, just most of them, perhaps. James E. Faust was in the First Presidency of the LDS Church, which means he was in the top 3 as far as leaders are concerned, and he was a Democrat. Harry Reid is one of the most prominent Democrats at the moment, and he’s Mormon. But other than those two the rest are indeed Republicans. I’m kidding, of course, but there certainly are not many active Mormons who aren’t staunchly Republican. But there’s a fairly simple explanation for this. Democrats tend to be liberals, and Republicans tend to be conservatives, and conservatives ideals tend to match most closely the beliefs held by most Mormons, therefore most Mormons end up being Republicans.
But I wouldn’t be surprised if a lot of Mormons are moving towards being independents these days. No, not because they’re mad at McCain for beating Romney, but because the Republican party seems to be trending more liberal lately, and McCain does happen to be a representation of that fact.