Did the colonies have different laws or different policies? Why did the people feel they belong to one and not another one?
There were many differences, including social, religious, and political. I can't speak to all of the colonies, but I've done some research on early Maryland and Virginia. Looking just at those two, we can see some major differences.
King James I granted several charters in the period of 1606-1607, including one for 100 square miles between the 38th and 45th parallels on the eastern seaboard of the American continent. The Charter of the Virginia Company of London allowed settlers to establish the first English colony within that area, at Jamestown, in 1607. The primary reason for establishment of the colony was economic, as England was struggling to find new sources of natural resources, and products only available in the Americas, like tobacco, were gaining popularity in European markets. However, since King James I authorized the charter, and he was staunchly Protestant, most, if not all, of the Virginian settlers were at least ostensibly Protestant. That was codified into Virginian law in 1642, possibly as a response to the establishment of Maryland ten years earlier. (See the original charter and notes from Colonial Williamsburg)
Since Virginia was mostly identified as Protestant, Catholics who wanted to flee England's non-conformity laws didn't feel comfortable going to Virginia and attempted to start predominantly Catholic colonies, first at Newfoundland, then on Chesapeake Bay. 1632 Charter of Maryland Those coming to settle in Maryland colony thereby had at least two reasons to settle there: economic opportunity, and religious tolerance. Though most of the settlers in Maryland were Catholic, the Maryland Toleration Act, passed in 1649, established that any religion, including Catholic or Protestant, but not limited to those two, could be practiced in Maryland without fear of retribution. If we look at these laws and charters chronologically, they seem to be building on one another:
Virginia established as Protestant 1607
Maryland established as Catholic 1632
Virginia declares Protestantism the law 1642
Maryland declares toleration of all religions 1649