Looking at connection times on paper, a trip by rail from Philadelphia to JFK to catch a connecting flight to Amsterdam seems as good as a catching a flight from PHL-JFK-AMS.
The journey time seems marginally longer, but that's all.
Are there any good reasons not to do this? How easy are the rail connections between Philadelphia and JFK when carrying luggage?
In practice, you are better off booking a single ticket PHL-AMS with a connection at JFK or somewhere else.
While it is certainly possible to take the trains from Philadelphia, you would have to make a number of logistical accommodations that significantly reduce the utility of such a venture.
The basic course would be Acela to Penn, LIRR to Jamaica, AirTrain to JFK. That's three trains and two transfers, with luggage, with at least 5 elevation changes (stairs, escalators or elevators). I would allot at minimum 1 hour just for the Penn->JFK trip. The Acela is ~90 min alone and is often delayed.
If you PHL-JFK flight is delayed, the airline will reaccommodate you. If any of the trains are late, you're on your own.
No, it is definitely not as easy. Aside from the 3 train rides and hauling baggage around on trains that others have mentioned, if you book by air, your bags will be checked through all the way to AMS from PHL. You will not need to do anything at JFK other than walk from your arrival gate to your departure gate. If it's the same airline or a partner operating from the same terminal, you won't need to go through security again at JFK.
If you fly, you will only need to touch your bags and clear security at PHL, so you won't need to plan a long layover at JFK if it's all booked on one ticket. On the other hand, if you take the train, you'll need to plan more time at JFK, as you'll need to wait in line to check your bags and wait in line to clear security. Depending on terminal, airline, time of day, whether you have TSA PreCheck, your status with the airline(s) in question, and your booked class of service, this could take anything from a few minutes to more than an hour. It will definitely take more time than just walking from your arrival gate to your departure gate if it's booked on the same airline.
Note, however, that the above only applies to the direction you've indicated: PHL-JFK-AMS. For the reverse route, the same would not be true. For AMS-JFK-PHL, you would need to clear U.S. immigration and customs at JFK and then clear security again in order to get to your connecting flight to PHL. When arriving in the U.S., you always have to either clear U.S. immigration at your first port of arrival (the normal case) or at the last airport before arriving in the U.S. (in the case of airports that have U.S. immigration preclearance, which AMS does not.)
Also, as other answer have mentioned, if you book on a single ticket, the airline will be responsible for ultimately getting you to AMS in the event of a missed connection. On the other hand, if you book rail and air separately, you will potentially be on the hook for the consequences of a missed connection if the trains are delayed.
If you're physically able to carry luggage around an airport, I don't think you'll have too many problems doing it by rail. Having said that, a train journey from Philadelphia to JFK is three legs (Philadelphia 30th Street to New York Penn Station on Amtrak, Penn Station to Jamaica on Long Island Rail Road, Jamaica to your JFK terminal on the AirTrain). The connection at Penn Station is within the same building, but depending on whether you need tickets, etc., you might need to go back up to the concourse from the Amtrak platform, find the LIRR concourse, then go back down onto the platform. These concourses are frequently overcrowded and generally unpleasant (it's not a nice station). If you feel comfortable with carrying your bags on escalators, though, you'll have no problem.
At Jamaica it's a short, covered walk from the platforms, up to a connecting bridge to the SkyTrain station. Again, if you're comfortable with carrying your bags through an airport, you'll have no problems with this.
Amtrak is not exactly known as being the most reliable train operator in the world, and although the Northeast Corridor is better than some of their routes, I'd still be wary and leave a little more time than I would in other countries, perhaps.
You also need to consider that if your flight is booked as a through journey on a single ticket, you'll get certain guarantees like being able to catch an alternative flight at no cost should a flight delay cause your connection to be missed. Apparently, JFK will usually check baggage through for you when on a connecting flight booked on a single ticket, so you will also not need to touch your luggage when changing planes at JFK. Note that you lose these advantages if you book the flights separately, and you also won't get these advantages if you choose to travel one leg by rail (besides the small number of rail journeys that are bookable through airlines).
The main advantage of taking ground transportation instead of flying from Philadelphia to JFK is to save money. If this is your goal, the cheapest way from Philadelphia to New York is not by train but by bus (such as Megabus or Bolt Bus or Peter Pan, cost between $5 - $15); arriving in New York you can take the subway to Howard Beach or Sutphin Blvd for $2.75; then the AirTrain to JFK for $5. So the total cost is $12.75 - $22.75 and total time without delays is about 4 hours.
The buses are about equally reliable as the trains. (You'll get there but there may be delays.) You can also self-insure for delays by planning that if you experience more than a certain amount of delays, you will use Uber for the remainder of the trip. Uber from Philadelphia to JFK is around $200, so you'd want to use this only as a last resort to avoid missing your flight.
The best we can do is probably describe the connections you'd have to make. The relative ease of those connections depends on how much luggage you have and how strong you are.
If you travel from Philadelphia to New York Penn Station by Amtrak, you are limited in your possible points of departure, but you do not have to change trains in Trenton. The journey is also considerably less time consuming.
The alternative is to take SEPTA from Philadelphia to Trenton and change there to New Jersey Transit. The transfer is fairly easy, and the fare is much lower, but the time difference is significant.
When you get to Penn Station, you'll have to ascend from the platform to the mezzanine level and then walk to the Long Island Rail Road part of the station. This is likely to be the worst part of your journey. The walk probably takes five or ten minutes for someone who is unfamiliar with the station. There you will descend again to the correct platform for your train to Jamaica.
I do not know whether you're guaranteed to find elevators at Penn Station, but there are escalators. I do not know how reliable they are.
When you arrive at Jamaica, you again need to go up from the platform to get to the AirTrain. There are both elevators and escalators here. Once you're on that level, you do not need to ascend or descend to board the AirTrain, but you will need to do so to get from the AirTrain to the terminal. Again, there are escalators and elevators.
