Pennsylvania was settled before Kentucky was. There were many German craftsmen who settled Pennsylvania, and they began making beautiful flintlock rifles.
Pennsylvania became the center of fllintlock rifle making in America.
The Golden Age of flintlock rifle making happened during the 1760s, 1770s, 1780s.
This was when Kentucky was settled. Any white boy, such as Simon Kenton, or Daniel Boone, who went to Kentucky in 1775 and wanted to survive, was carrying a top quality flintlock rifle, which was quite possibly made in Pennsylvania.
So they were taking Pennsylvania rifles to Kentucky.
After a while, as Kentucky became famous as the frontier, where brave men fought Indians and hunted deer, the rifles came to be known as Kentucky rifles.
Many Kentucky rifles would be the same as a Pennsylvania rifle, if there are differences, I am sure a more knowledgable poster will inform us.