I've heard it wasn't always that way in the US. Goldwater started it from the right, and the hippies started from the left. I've heard that until then, the Democrats were the big-government social conservatives, and the republicans were the more socially liberal big-business northerners. The whole "religious right" thing is kinda new. That said, Murdoch isn't a new conservative, by any stretch of the imagination.
But don't try telling a Republican or a Democrat.