The Wikipedia page explicitly states that the entire route is in Albany County, so I guess that's inaccurate. Google has an I-787 shield north of NY 7, so I guess that's inaccurate as well.
Well, not entirely inaccurate—that is how the route is signed for thru traffic. There's just a bit of a difference between how the route is signed as a touring route, and what it actually is behind the scenes. It's one in a long line of such instances around the state, another notable one being NY 15. (It was signed for many years concurrent with I-390 and NY 17, despite not "actually" existing south of Wayland.)
But to me the bigger issue is the I-787 to NY 787 transition. Not sure how it can be both a continuous and disjointed route.
It takes some getting used to, indeed. Even if you look it up on the
FHWA map viewer, you will see both the official route turning east into Troy, and an I-787 shield continuing north toward Cohoes. But again, it's really just a matter of thinking of the publicly-signed routes as being a modified/idealized/simplified version of the actual inventory of routes and roadways.
For myself, I just think of NY 787 being topologically a spur from I-787, not a direct continuation of it. Wouldn't be the only spot where a continuous designation takes a turn through an interchange, while a different route follows the through roadway!