I believe a major reason why Oklahoma is so Christian conservative is because it was required to enter the union as a dry state for 21 years. At the end of 21 years, it couldn't repeal it, because Prohibition was still in effect. After Prohibition ended, all Oklahoma wanted to do was have 3.2% beer at the most. And that must have attracted yet more Christian conservatives to Oklahoma. But that attraction started waning when legal sale of alcohol was approved in 1959. Finally, in 2018 alcohol laws were significantly reformed to be like most states, so I now I don't think Oklahoma has much to offer Christian conservatives wanting to move in from the outside any more.

My parents were Baptists and hardly ever drank. Their parents came to north central Oklahoma from Kansas and Missouri.

https://en.wikipedia.org/wiki/Oklahoma_Enabling_Act