Millipedes are vastly more under-surveyed than birds, so I’d even be cautious about making the assumption that millipede Species A, which is only documented from, say, North Carolina and Connecticut, could never show up in rural Pennsylvania. A friend of mine is an expert in native bees. When he and several other people were doing the research for a paper on the bee fauna of Massachusetts, they were often out in the field trying to find bees that just hadn’t been documented for that state or even neighboring states.
(And I’m so glad to hear Thayer’s and Iceland Gulls have been lumped - trying to identify Thayer’s Gulls 30-40 years ago was a pain, back when I was into birds.)