Among the most insightful takes I have seen on Mamet's "conservative" coming out is "Book/Daddy" blogger Jerome Weeks, who reminds us: there's no surprise here to anyone who's followed the man's work closely.
[F]or some time, he has gravitated toward more traditional paeans to integrity and justice and even macho effectiveness -- in the understated classicism of The Winslow Boy and The Voysey Inheritance, for example, or the duty-and-honor militarism of his TV series, The Unit. Essentially, Mamet began by writing bitter moral satires (sometimes still does, given the evidence of Romance and November). But increasingly, he has turned toward expressions of the ideals that he feels are vanishing, if not already absent, from contemporary life. Pointedly, they're the qualities his previous characters lacked or despised.
The typical, Delta Force-style mission in The Unit, it should be noted, is, in effect, a con job or heist -- actions that had once been signs of cynical callousness or desperation in a business office have a moral justification, even a determined enthusiasm, in a war on terror. At the same time, The Winslow Boy and The Voysey Inheritance are actually Victorian tales of stiff-upper-lip, British family honor -- a far cry, it would seem, from his down-and-dirty hoods, near-hoods or soulless yobs. But then, Mamet has always admired professionalism of whatever ilk, even among the salesmen hustlers of Glengarry. Why else did he give Alec Baldwin's bully-boy motivational speaker one of the most memorable monologues in American cinema? These guys have to be good at what they do -- the better to display their moral failings.
I think he gets right the continuum between Mamet's supposed "two worlds"--expletive-hurling hoodlums and tight-lipped Victorians. Mamet's often been misread as some kind of proletarian writer limited to the contemporary urban gangster mileu. But really the most consistent strain in the work has always been some paleo-Victorian--and, yes, deeply conservative--ideal of "honor" (even if "honor amongst thieves") expressed in as terse and affectless a way as possible. Hence his increased attraction to the worlds of the military and to "stiff upper lips."