Tentiary
It could be that no one on the show knows her name. She did come to California to be an actress. She may have adopted and be living under a stage name. During the wedding when the officiant says "Do you, Penny _______, " and everyone is stunned by her legal name, the characters and the audience get the simultaneous reveal.
Uhhhhhh … humor? :dubious: 
Sorry, missed the EDIT window:
