Millbrae, Colma, Daly City, etc. -- and their respective BART stops -- are all in San Mateo County.
Yes, that's because they withdrew from BART in the 60s and decided to rejoin them back in the late 1990s. If they didn't reject BART back at its inception, things would be a lot different.
Technically they haven't rejoined. But SamTrans cooperates to some degree and does pitch in for funding. But San Mateo still isn't a governing member and can't elect people to the BART board.