David, a commonwealth is a political system in which supreme power lies in a body of citizens who can elect people to represent them. By that definition, the United States is also a commonwealth, as are France and India and Argentina etc.
As for KY, MA
, VA and PA, commonwealth is simply part of their official name. Just as Indiana's official name is "The State of Indiana", MA
's official name is "The Commonwealth of Massachusetts". This does not mean there's any difference at all in their status within the union. Puerto Rico, on the other hand, is a self-governing territory (and not a state) within the United States, that also happens to have the word commonwealth in its official name.
, however, are simply subject to American authority, whatever their names or official titles.