Couple things :
1) All Democrats ther have been effectively abandoned. The DNC does not seriously invest in Mississippi. Chicken and the egg.
2) It's not so much —exclusively— that voters are flocking to Republicans, it's at least equally valid to include :
Of the whites that remain, they predominantly skew towards Republican.
You say that this isn't economic anxiety at play. It very much is. Just in neither the way you'd think nor in how people misunderstand and misuse the term.
Because Mississippi has a massive brain drain problem, and the people that are leaving inevitably skew Liberal with far greater frequency than those that remain.
Brain drain a gross problem for Mississippi
"The report showed that in Mississippi in 1970 the excess of highly educated movers over highly educated stayers was 1.24. In 1980, that number increased to 1.87. In 1990, the number had increased to 4.63, and by 2017 had skyrocketed to 16.69. Add to that fact that there was net-outmigration in the state during the past 10 years."
Sounds kinda gross, doesn't it?
Well, it would be really gross if the exodus of smart people from our state was surging in comparison with other states.
Uh, it is.
The report shows Mississippi and Kentucky neck and neck with the highest gross brain drain changes from 1970 to 2017.
Even worse, our brain drain rate in 1970 was among the lowest at 47th but by 2017 it was 14thand rising.
Then there is net brain drain. You see, some states attract smart people from other states to offset the loss of homegrown smart people. The report shows Mississippi does not attract very many out-of-state smart people. As a result, our net brain drain rate soars to 5th place among all states."
There is an absolutely massive economic component at play in how these demographics end up voting. This is why part of making Mississippi viable and pulling it back from the brink involves fixing its economy. Conditions like seen in Mississippi increases the likelihood of racism, sexism, homophobia exponentially. You get that under control, you improve standards of living, you start to have a better shot at stoping brain drain, and you can see opinions within the state begin to shift.
There aren't easy, simple, solutions and Sanders isn't proposing them. He goes into say that he'll never be able to peel off the racists, sexists, homophobes, voting for Trump, as that's not realistic.
But right now they've have a shot at maybe 5-8% of the whites that voted for Trump whom only did so because Trump promised them jobs and such.
So Sanders effectively said that something like 80% of the whites in Mississippi are bigoted in some way!!