Newark is a "receive passengers only" (R) stop only on some trains; on others, it is a stop for both boarding and disembarking passengers. Amtrak will not let you book a multi-segment ticket with NWK as your destination on any one segment on a train that stops at NWK only to receive passengers. In other words, you cannot make NWK your destination (either final or intermediate) on any train that does not discharge passengers at that station.

The problem with PHL has been discussed previously in this forum. It appears that there is unpublished "dwell" time in the PHL schedules, so that the departure and arrival times are not identical. The Amtrak booking engine will let you book a "connection" (to the same train) with zero minutes between legs; it will not let you book a connection with three or five minutes between legs. (I'm not sure what the minimum connecting time is once you get beyond zero minutes, but clearly it's something more than just a few minutes.)