They've all voted for the same candidate since 92, but that's somewhat coincidental. They've got similar partisanship, but have diverged in margin by enough to split in a close election multiple times.
| Pennsylvania | Michigan | Wisconsin |
1992 | D+9.0 (+17.9) | D+7.4 (+17.1) | D+4.4 (+14.3) |
1996 | D+9.2 (+30.4) | D+13.2 (+29.7) | D+10.3 (+27.1) |
2000 | D+4.2 | D+5.1 | D+0.2 |
2004 | D+2.5 | D+3.4 | D+0.4 |
2008 | D+10.3 | D+16.4 | D+13.9 |
2012 | D+5.4 | D+9.4 | D+7.9 |
2016 | R+0.7 | R+0.2 | R+0.8 |
2020 | D+1.2 | D+2.8 | D+0.6 |
Difference of 3-6 points between their margins in all elections except the last 2. 2016 was by far the closest. Sure, these aren't huge gaps, but if the elections is close you could easily have them split. Frankly it's pure coincidence that they didn't in 2000, 2004, or 2016.