Yeah, it made the episode kinda disappointing in a way.
There's more about her we still don't know that they could've focused on, but in a way I think they've given us hints. For instance, we know now that the general has sophisticated robots and that he's from another kingdom. Penny is obviously special from what we've seen in this episode and last time we saw her, when she was taken away in a limo. She also mentioned her father in this episode and that she's from another kingdom.
That said, my theory is Penny's either...
A: An android made to be the general's daughter due to military life preventing him from having time for a wife and family.
B: An android made to look like and replace his real daughter he lost in a tragic event, meant to take her place.
I think the second is more likely. She has weapons and she mentioned her father worries about her a lot, if he had a real daughter who died it would explain this. He made sure she was outfitted with weapons to defend herself so that he wouldn't lose her again,but all the same still worries about her.