The twist is that the religious groups that went most heavily for Romney tend to be aspirational toward coreness. Granted, the obvious impact of group pride among Mormons in Romney boosted the GOP vote among Mormons to stratospheric levels in 2012, but Mormons have become consistently strong Republicans. One reason is because, owing to their odd history, they still aspire to be seen as part of the core of America. This urge to appear normal is a major reason that so many people these days consider Mormons strange. What kind of weirdo tries to be seen as a normal middle class American white person these days? Mitt Romney may have suffered more from Americans thinking Mormons are kind of bizarre than George Romney did 44 years ago, when most Americans tried to act the way Mormons still act today.
In a different way, Baptists tend to be aspirational core Americans, too. They tend to be from somewhat down the social scale, and being Baptist is a way to avoid the snares lurking all about that could drag them down out of the middle class: drunkeness, single motherhood, and so forth. ("Other Protestant" presumably includes a lot of evangelicals, megachurch members, and generic Christians, but also, perhaps, some Congregationalists, Church of Christ, and other liberal-leaning post-Puritans.)
In contrast, elite groups who vote less heavily Republican, such as Episcopalians and Jews, tend to find aspiring to belong to the core of America déclassé.
Episcopalianism boomed in the Robber Baron era as ambitious young businessmen from various Protestant backgrounds (frequently post-Puritan) settled upon that as a consensus church to belong to, just as they joined the Republican Party. For example, famous northeastern prep boarding schools tended to have an Episcopalian tie. Episcopalians (i.e., country club Republicans) still vote moderately Republican, but less than other white Protestants. Country club Republicans could now be considered a swing vote.
Jews are kind of the anti-Mormons. While Mormons make a great effort to act like they are at the center of American life, despite being a weird new religion headquartered in an out of the way place far from the power centers of American life, many Jews put effort into feeling and acting alienated from an America over which they have, by almost all objective measures, much influence and face, by almost all historical standards, little opposition. My sense is that Jewish aspirations toward being core Americans were at their peak in the mid-20th Century, and, unsurprisingly, have since declined as they achieved that goal. The concept of diminishing marginal returns explains much in this world.
All that said, allow me to reiterate that Obama's not-insignificant decline in appeal to Jews from 2008 to 2012 remains a potentially important story that has gone almost unmentioned in all the touchdown dances in the media since the election.