Probably to either to team up for a common goal or to oversee the trades in their area.
William Penn referred to his colony as a "Holy Experiment" because in his colony people were free to practice any religion they preferred. There were no restrictions and everybody had to live in harmony. Immigration also had no restrictions and people from other places could easily come and settle there.
The first of the two has since been adopted. It was proposed by Rep. James Madison of Virginia, the man largely responsible for the Bill of Rights.