Pennsylvania does seem to be really far east for anyone to legit think that they're in the Midwest, but I haven't had the pleasure of visiting, yet, and don't know much about the people there. I can offer some perspective on a couple states that aren't exactly Midwest states:

Eastern Colorado is geographically and culturaly indistinguishable from Kansas, so I can see how people living in that area could consider it being the Midwest.

Since Oklahoma, my home state, was mostly just Native American territories it wasn't really part of either side of the civil war and so I think a lot of today's population don't want to be associated with the south and its history. I personally would hate to be called a southerner, but I don't think midwesterner is necessarily the right fit either.