Because the military is a lifestyle - not a hobby or fleeting affiliation.
I think the military is right leaning because the right usually espouses a "realist" worldview in which events and people are viewed in a simple context of whether they help or harm your objectives, in their current form. In other words, military men deal with the "here and now" in terms of how they view things, and superimpose this onto their (or their larger collective's) objectives.
"Left" leaning people and groups are nearly always predisposed towards drastic change, insofar as it benefits them. They temper this penchant for change by referring to themselves collectively as "the people" (proletariat/workers/downtrodden) and demanding concessions from the ruling group (whoever it may be). Whether this involves the handicapping of industry with the Kyoto Accord, stealing a provinces resource revenue, or redistribution of land to a wider group, the goal on the surface is always the more equal distribution of something. Inevitably though, this involves rewarding inaction and installing a new bourgeoise in place of the old one.
In my experience military members usually embrace the first philosophy because it appeals to their personal values and theory that hard work and intelligence are rewarded, while inaction and sloth are not. I find those that embrace the leftist worldviews are usually those who either tried and failed to succeed, and are now seeking an easy way up, or those who chose never to work at all, and now expect a faceless entity (usually "the government" or "the corporations") to give them something in exchange for their utopian speech.
Finally, the left in Canada has not been kind to the military, with recent leaders insinuating that Canadian troops are "war criminals" or "terrorists" at worst, and patsies of the US neocons at best. Alexa McDonough (sp?) told troops in Kandahar that it was a "long road to rebuilding Afghanistan", and two days later, in the House of Commons, demanded that the troops be pulled out, and applauded when Jack Layton called Canadian soldiers "possibly complicit in war crimes". Earlier lefties suggested that Canadian troops "only be trained in defensive tactics", that soldiers should be picking garbage in highway ditches when not deployed and that Canada forfeit certain weapons because they were "inhumane".
