I think a study like this could easily be manipulated to come to whatever conclusions you wanted simply based on how you define and measure IQ, Liberalism/Conservatism, Atheism, and Sexual Exclusivity.
Years ago there were several researches who noticed that (by most measures) IQ tests had little or no relationship to success in life; and were often a measure of the quality of education you received in certain areas that the test was measuring. This (in itself) drove several researchers to look at what really did relate to success, and several different theories emerged, one of the more famous results is a concept called "Emotional Intelligence"
Emotional Intelligence would explain some of this being that a willingness to forego immediate gratification in favour of long term success is one of the cornerstones of emotional intelligence; and therefore you would expect that someone who had better control over sexual urges would tend to achieve (much) higher success in education and that education would translate into higher IQ.
When it comes to liberalism/conservatism, one of the traits I see in highly educated people in fields like Mathematics, Engineering, Computer Science and most Sciences is that they tend to be very fiscally conservative libertarians; and people in the Humanities and Social Sciences tend to be much more fiscally and socially progressive. Depending on whether your test was balanced across logical/mathematical skills or language skills, and depending on whether you were more focused on fiscal or social traits, would have a dramatic impact on whether conservative or liberal people were more intelligent.
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