PA has a category called "No Affiliation".
The effect is the same as "Decline to State", but the meaning has a subtle shade of difference. CA hints that someone may identify with a party but not want to say so. PA states that a person deliberately identifies with no party.
In PA, the person registered as an independent is at a disadvantage in the primaries. Only people registered in a party can vote in a primary. Fortunately, as long as one pays attention to the calendar and does so in time, party registrations are simple to change. I knew a high school history teacher who would change parties at the drop of a ballot. He got campaign information from both major parties, the lucky fella.