Orange County is built up alot (Newburgh, Middletown, Port Jervis) and is closer to NYC. Metro North is serviced in Orange.
Ulster is closer to Albany and has more of an Upstate feel to it than Orange.
Just my opinion though
I can get what you're saying.
Geographically it doesn't add up, but the feel of the towns definitely.
Metro north being a big part of that, the biggest city in Ulster is Kingston and like you said Orange has Newburgh/Middletown.
I think I personally feel more connected though because i`m 15 mins away from either train station that takes you to Grand Central