John,
In 1946-47 all three cars Madison, Irvington, and Manhattan had the number 2625. There is reference made to a set #2114WS that had the 726 and three Madison cars, but each would have been numbered 2625, not 2627. That set could have also come with three Irvingtons, again all numbered 2625.
It was later in 1948 that the three cars received their own numbers and the Madison became 2627 like your cars. But, by then, that 726 set had one each of the three cars, not all Madisons.
In other words, nothing in the references that would explain why your set has three 2627 Madisons! 
Like Pallalin said, all sorts of combinations could be bought depending on what was available in the shop and what the customer wanted.
In other words, what you have could very well have been purchased together some time after 1948, but it is not a cataloged or otherwise referenced set.
Still a very nice set - congratulations! 
Jim
