Except Alex the other girls don't have any kind of real problems either. I'm not sure what you are talking about honestly.
Erm... what?
Every other single LI in the game has much deeper problems than Penny.
- Nancy is a single mom that had to internalize the pain of being abandoned by her companion (they didn't even get married, IIRC) for 16 years. She works for a company that is subcontracted by Ulysses, the big bad enemy. She also has to provide for 2 new mouths for at least a year.
- Annie came to another country with just 2 friends; she had no previous family or friends in the USA. She is a ball of anxiety and has problems being direct about what she wants. She depends on the Carters and Orion to have social life.
- Dalia is super insecure about her own abilities and became hyper-competitive because of that, straining the relationship with her sister and thinking nothing she does is good enough.
- Nova has severe trouble making friends since she had no concept of privacy before meeting Orion. The eyepatch certainly doesn't help her to mingle. She's also a terrible cook.
- Luna has been shunned by others because of her power and is considered a weirdo. Her social life was restricted to her father and family until Orion showed up.
- Alex has a controlling father and a good-for-nothing mother and both despise her. She needs to balance her expenses with her meager waitress salary, alongside ther studies and swimming training.
I fail to see how those aren't 'real problems' or even as light as Penny's.
That doesn't mean Penny is 'boring', she just got luckier in the life's bingo.