The reason why Westchester and Long Island are downstate and Rockland is upstate has nothing to do with urbanization or location, but rather historical connection to New York City. The Bronx used to be part of Westchester County until the late 19th century and much of Westchester's nomenclature still exists in the Bronx today; the Eastchester neighborhood used to be part of the present-day Town of Eastchester; there is an Eastchester Bay and Westchester Creek in the Bronx, as well as an Eastchester Road, White Plains Road, and Westchester Square. There is a Town of Pelham in Westchester as well as Pelham Bay Park, Pelham Bay, and Pelham Parkway in the Bronx. Also, there is a Bronx River and Bronx River Parkway running through the Bronx and Lower Westchester. However, by this method Upper Westchester might qualify as upstate because it really is not involved in the Bronx/Lower Westchester history, and has some upstate names (e.g. "-on Hudson","-kill" as in Peekskill).
Nassau County used to be part of Queens and that is apparent based on similar names on both sides of the city line. Little Neck is in Queens adjacent to Great Neck in Nassau County. There's an East Rockaway in Nassau and Far Rockaway in Queens. Also, some towns in Nassau on the Queens border have the same name as the QUeens neighborhoods on the other side, like Floral Park and Bellerose. Furthermore, many zip codes straddle the Queens-Nassau border.
Rockland has none of those. It does not border any borough of NYC nor share any history with it. In fact, Rockland County used to be part of Orange County (which is upstate according to most Rockland County residents) until about 1800. This is why Orangetown is in Rockland County.
Nobody seriously believes Rockland County is rural or far from the city, it just has no historical connection to the city, which Westchester and Nassau Counties do.
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