I honestly don't know the first thing about Welsh immigration to America, but I absolutely do know that Welsh people aren't "Scots-Irish". Of course, the Ulster "Scots" had plenty of Englishmen in their ranks, and some Germans and French, but they assimilated: someone who went from Wales to Ulster to America (don't know if that was common) would be about as "Welsh" as David Crockett was French.
I didn't mean to imply that all of the Welsh people would migrate from Ulster, even though some Welsh people did settle in Ulster to a relatively small degree (when compared to people from the Border regions and Lowland Scotland). Crockett was still part French BTW. His Scots-Irish blood did not overwhelm his Huguenot roots, but I think that I understand your point.
Someone can correct me if I'm wrong, but I think that, like you said, it would be less common for Welsh people to migrate from Ulster than it would be for them to migrate from Wales (via the appropriate ports). Many of them came to Pennsylvania, and they played a role in the American Revolution. Morgan was instrumental in winning battles in both the northern and southern campaigns, for instance.