Just because they had lived in Philadephia doesn't preclude the bodies from being taken a short drive across the river to be buried. You don't say where in Philadelphia they lived -- perhaps a Camden cemetery was the closest. Maybe other family is buried there, family could easily visit the cemeteries, the plots were cheap, or someone gave them the plots.
Perhaps someone on the New Jersey cemetery board will be able to confirm their interments.
Here's something about Camden New Cemetery: http://www.dvrbs.com/camden/CamdenNJ-NewCamdenCemetery.htm