I’ve often wondered the same way regarding…
° most of the Florida panhandle, which would make more sense to be part of Alabama,
° the Delmarva Peninsula (weirdly shared among three states: Delaware, Maryland and Virginia – which is why it has that name, after all),
° Liberty Island (the island that the Statue of Liberty resides upon should by rights belong to New Jersey),
° and the weird little peninsula / island at the extreme western end of Kentucky that juts into the Mississippi River and actually adjoins Tennessee (or Missouri), but is part of Kentucky by jurisdiction and history. That is, the ‘Kentucky Bend’ region.
Even in my own neighborhood, there is a small southern jog in the otherwise straight-line east-west border between Massachusetts and Connecticut to account for the Congamond Lake area. No one can really say why the line extends south to encompass one of the lakes; it’s unlikely to have been a simple surveying error.
I suspect that the UP of Michigan has more to do with the fact of it becoming a state before Wisconsin did, and the knowledge even then that the region had significant iron ore deposits which would be valuable to accrue to whichever state could form – and be admitted to the Union – quickly enough to be in “my state, rather than someone else’s.”