Great questions, with some more complicated answers. I will first go through a (very) brief history of how Transylvania ended as a part of Romania, in 3 episodes. From them the second episode will miss the most historic details so I recommend reading about it more if the subject is of interest.

First episode, Antiquity: The majority of the people residing in Transylvania, Wallachia, Moldova and Basarabia are essentially from the same culture. In antiquity they were called dacian/getae people "...the bravest of the trach" according to Herodot in the Melpomene(fifth book) and they had a common god called Zalmoxis, speaking the same language as said by Strabon in his book Geographya. They were all conquered by the romans in 101 BC, but put up a good fight as a united people under the king Burebista and later Decebal, who created the first dacian/getae state(which had more or less the same territory as current day Romania). For some time(aprox. 350 years) the roman province called Dacia(as the car) existed. By the time of the Aurelian retreat in 271 AD a culture was already formed in Dacia, being a mix of dacian and roman culture. This is mainly why the romanian language is even today classified as a latin language. It is worth mentioning that Dacia's capital Sarmizegetusa was in the territory of Transilvanya, between Sibiu and Deva.

Second episode, Middle Ages: Some time later(XI-XII centuries) the three principalities of Transylvania, Wallachia and Moldova were formed. Now, the history of Transylvania's formation is a bit murky because of lack of written sources. The first attested voivode (dux) of Transylvania was Gelou, according to Gesta Hungarorum by the historian Anonymus and also mentioned by Sayous in Histoire generale des Hongrois. As the time went by all three had to go through more or less the same hardships, such as the constant austrian/hungarian threat, fighting against the Ottomans and Russians and so on. During the ottoman domination both Wallachia and Moldova were ruled by Fanariot rulers appointed by the sultan. Most of these Fanariot rulers would go on to rule successively in both principalities, thus implementing more or less the same laws/systems and so on. These hardships helped to define them as a people, but more importantly helped to define them in contrast to the other people around them. Meanwhile the romanians of Transylvania were also treated badly, the territory being ruled for a long time by hungarian or austrian imposed leaders after military conquest. In 1437, the Unio Trium Nationum was signed between the hungarians, saxons and szeklers. According to the agreement, the three privileged nations were to help each other against the external and internal enemies, despite being the majority nation, was named as a "tolerated nation", with no direct access to the political/leading positions in Transylvania. In 1514 the three nations mentioned above decided a new position for the serfs. From this moment on, the condition of the Transylvanian serfs tends towards the condition of slaves. Serbs, like the estates to which they were bound, are subject to the private transactions of the nobles and can therefore be borrowed, sold or bought, exchanged or given, together with the estate to which they are attached.

The third episode, after the Great War: was the Great Union and it happened in 1918. I will skip the details and controversy of how Romania was considered a victorious country. Due to being a victor and due to the decline of the Russian/Austrain empires, Romania was in a good position to demand both Transylvania and Basarabia as territories, marching on the principle/right of self-determination of nations or peoples. Because of multiple circumstances, but mainly because of the fact that most of the people in Transylvania were romanians, the other countries agreed with the demand and as such the Great Romania was formed.

Now that I have answered the how, I will try to answer the why. I think that the main reason is because the people of the area already had a somewhat strong culture/sense of unity created both before and during the roman occupation. As the time went by all three had to go through more or less the same hardships, such as the constant austrian/hungarian/ottoman threat, fighting against the Ottomans and Russians, being puppet states, being ruled by other nations and so on. These hardships helped to define them as a people, but more importantly helped to define them in contrast to the other people around them. As such, because the people of the area already had a somewhat strong culture/sense of unity created and because none of the others that came/conquered managed to assimilate them in their cultures, in 1859 and 1918 the people of the area decided to unite in the same country. These sub-cultures exist even today, with some important distinctions between Transylvania, Wallachia and Moldova.

Culture is ultimately defined by the way of life of the people of a certain area. People in Transylvania were of course influenced by Hungary, being under it's direct/indirect occupation between the 11th century till 1918. Problem is that Hungary/hungarians never made an effort to really integrate the romanians in their culture like the romans did with the dacian people. It was really the opposite, with the romanians being regarded as second class citizens, not having access to nobility/political life, even if they had the resources. This discrimination only served to enforce that romanians were a different culture and to antagonize them. As such, many romanians rejected and still reject the hungarian culture.

There are however many enduring cultural influences even today in Transylvania/Romania, such as:

-catholic churches and a high number of catholic-christians believers(romanians being orthodox-christians generally)

-many people of hungarian descent. Their own party, The Hungarian Democratic Union of Romania, usually gets above 5% of votes for Parliament and most of the time enters a coalition or does certain deals.

-this is debatable, but a higher degree of education, that in the present day lead to a higher degree of orientation towards liberalism(the counties that did not vote for the hungarian party, generally vote for the liberal party of Romania). The Babeș-Bolyai University(predecessor educational institution) was founded in 1581 and is currently the leading university in the country.

Regarding your question about trade/contact between Transylvania and Wallachia/Moldova, the first document attesting the existence of a commercial corridor in the area of curvature of the Carpathian Mountains is the commercial privilege granted on June 28, 1358 by the king of Hungary, Ludovic the Great, to the merchants from Brasov. The document confirms Brasov merchants had the exclusive right of free movement through this "corridor", which allowed them to have access to Black Sea and Danube ports. I am sure that contact between the three romanian principalities was constant and high, because even though the Carpathians are mighty mountains, there were/are here and there points of access to the exterior, most notably the Olt and Prahova valleys that lead into Wallachia and Moldova.

Sources: The History of Romanians by N. Iorga, Melpomene by Herodot, Geographya by Strabon, A Brief Illustrated History of Romanians by Neagu Djuvara, Comercial roads in central and south-east Europe and their political importance by S. Iosipescu, History of commerce by N. Iorga.