Although they were all British colonies and under the overall authority of the British government (until 1776), that does not mean they were one entity or cooperated all the time. Furthermore, since the maps of North America were less than perfect, borders between colonies were hard to define.
Each colony was established through a charter which was provided by a king to some entity (person, corporation, religious group, etc.) and gave that entity the exclusive right to govern the area defined in the charter. However, maps of the North American coast were pretty rough during the early colonial days, and I doubt maps of the interior were much more than estimates and guesswork. Because of this, whoever was making the charters thought they were giving precise border definitions, which more often than not overlapped or conflicted with other borders. The king that approved them obviously had more important things to do than analyze the geography and cartography used, and just approved them.
To use your example, Pennsylvania's charter was granted in 1681 (unrelated, but I just learned Sweden was there first!), and the charter specified that its southern border was bounded by a twelve mile circle around the town of New Castle in Delaware, and by the 40th degree latitude to give its full southern border. However, it turns out New Castle was 25 miles away from that latitude rather than 12. Maryland thus claimed that it should get everything south of the 40 degree latitude line, Pennsylvania claimed the line should be moved down. It would have taken months/years for a king to receive this info and respond, assuming the king cared or was even the one that made the charter. Even if they felt like waiting, they wouldn't want to tell a king his original decree was wrong.