I'm pretty sure that reporter Bret Hayworth misinterpreted what Scott Walker was saying

Scott Walker promises forceful foreign policy in Sioux City stop.  (Sioux City Journal, 7/18/2015)

Republican Tommy Thompson won 4 Wisconsin gubernatorial elections:  1986, 1990, 1994, and 1998.

On the other hand, Democratic candidates for President have won the state of Wisconsin since the 1988 election.  Scott Walker's hero, Ronald Reagan, was the last Republican to win Wisconsin -- in 1984.

Source:  Atlas of U.S. Presidential Elections