Amtrak's selling tickets between New Haven, Bridgeport, Stamford, and (I assume) New Rochelle, might have something to do with the Springfield branch and the fact that people travelling from say Windsor to Stamford might want to stay on Amtrak the whole way. Especially on weekends, when Metro-North is relatively infrequent and Amtrak fares are lower, having the guaranteed connection at New Haven is very nice.
For that matter, Amtrak competes directly with the MNR in the New York-New Haven market. I know I always consider both as options when making such a trip.