Its an interesting point. Not sure that that same linkage, between conservative, right wing values and atheism holds true elsewhere, but it certainly appears to be in the US - and there is no philosophical or political reason especially.
It might be the route by which people come to their atheism, which usually involves embracing more liberal values on womens rights, gender equality, reproductive rights and all of that, and a rejection of traditional religious view - and i suppose the republican party has become associated for many with such values.
A relevant article from about.com highlights some of the republican party values and why therefore someone who is atheist might reject them....
http://atheism.about.com/od/politicspoliticalissues/a/voterepublican.htm
Take a look about half way down at a list of values that the Republican Party endorses - I cannot think of many conservative or right leaning parties in europe, for example, that would have a similar list...