Why are Massachusetts, Virginia, Pennsylvania, and Kentucky Commonwealths?

Answer 1

Because that's what they choose to call themselves during colonial times, and thats the term that became part of their official name when they petitioned the newly formed USA for statehood.

It's part of a formal title. It has no legal significance.

Answer 2

Basically, it's just an archaic term that, for all intents and purposes means the same thing as state.

Maybe they just wanted to sound hipper by calling themselves commonwealths.