Another thing is that from BAL to either PHL or WAS, you'll be on either a regional or Acela (single level). From PHL to PGH, the Pennsylvanian is an Amfleet (single-level) train. From WAS to PGH, the Capitol Limited is a Superliner (double-level) train.

Also, the Pennsylvanian does not offer checked baggage, while the CL does!

Personally, I myself would choose the CL via WAS! But as AlanB stated, you will arrive PGH at 11:33 PM instead of 7:05 PM.