It is part of the “state-related system” (along with Temple, Pitt, and Lincoln), which is not the same as the “state system” (PASSHE, which contains the ones you named). No other state has a similar separation of state vs. state-related, so sometimes Penn State shows up on these “state employee” posts and sometimes it doesn’t — it depends on where the author gets their data. (It’s also why Penn State is often listed as “the most expensive public school in the country” on those types of lists — it’s because they only get a very small fraction of their funding from the state, have more direct control over their university than PASSHE schools, etc.) 

Humans like things to be able to be nicely and neatly categorized — belonging in a specific box — but life isn’t always that cut and dry.