From four years ago:

However, the more conservative respondents were significantly more likely to believe the hazard messages than the more liberal ones.

This is an article primarily about a single study, but a whole host of studies came out around that time, often with the idea that the difference was fundamentally biological. For example:

We found that economic conservatism predicted greater connectivity between the BNST and a cluster of voxels in the left amygdala during threat vs safety. These results suggest that increased amygdala–BNST connectivity during threat may be a key neural correlate of the enhanced negativity bias found in conservatism.

Somewhat related, and worth reading in any case: Yglesias discusses more modern negativity bias here.

This is probably a good time to clarify that what I link to — particularly in a post tagged as this one is — is not necessarily what I endorse. The targets of the links are interesting to read. I do not mean that the writing is interesting (or good), nor that the content is interesting (or true). I mean exactly what I say: they are interesting to read.