In fact, that had come up before, when a fan asked in 2009 if we’d ever meet Penny’s family and tell the fans her last name.
The answers at the time were “yes and yes” but the second “yes” will apparently not happen after all.
They could’ve revealed Penny’s maiden name along the way, since we did first meet her father Wyatt (Keith Carradine) in Season 4 and that would’ve been an easy way to slide in new intel.