It could be to show that they're different realms (like England and Scotland, Poland and Lithuania, the various Habsburg crowns). In any case, Brandenburg and Prussia were only united in around 1618. This might have been avoided in TTL, though I doubt Prussia could extend so much if not for the personal union.
Both are still Prussian Blue, though.
No, the reason is IMO that the Kingdom of Prussia and Electorte of Brandenburg still kept on existing IOTL. The King of Prussia was also Elector of Brandenburg (well, Margrave of Brandenburg and Electo of the HREGN, as the title officially goes), as well as also Duke of Pommerania, Duke of Silesia, Duke of Magdeburg, Prince of Halberstadt, Prince of Minden... etc etc etc. All those German realms were formed in fact by personal union - but in absolutism, where the monarch is the state personal unions are de facto real unions, hence de facto one state. Thats how the Prussian Realm worke,d and thats also how the Austrian Empire worked, also just, theoreticlaly, a personal union of Austria, Carinthia, Tyrol, Styria, Bohemia, Moravia, Hungary... etc etc etc.
And idneed on the map its shown like this, too. The map doesnt show the name of the personal-union-states, but the name of the single territories (if important), it seems.