In this case the answer is a simple one: The station was the Philadelphia terminus for Pennsylvania Railroad's "suburban electric trains." It's named for where the trains came from, not where they ended up. Towns feeding the station included the stops on the Main Line (named after the railroad's main line to Harrisburg), and included Bryn Mawr, Haverford, Villanova, Paoli, Malvern and Devon, as well as other stations in surrounding counties.