If anybody knows more about why 905 and 125 were never connected, I'd like to know.
It seems odd that such relatively recent roads should have a non-connection like this. Historically, there was always some infighting between state DOTs and toll road authorities over which agency should be responsible for connecting the two highways, so often each agency would make their own ramp and provide a connection via surface streets. This is especially true along the Penn Turnpike (Breezewood).
From looking at Google Maps satellite view, it seems that there was a better connection from 125 to the border before the 905 freeway construction.