The issue with the popularity with Penny for your Thoughts, I think, is that most fans of Penny want to see her as a love interest for a male MC, and that is just not the character that you have in mind for her. Fair enough, but that limits you to fans of exclusive FF, which are not that large. I think that also held back support of Avalon, frankly. I didn't especially mind it, but the FF portions of Avalon probably turned off a fair number of your fans.
Of course, it is your game, and you should feel free to tell the story you want to tell, but if you want more support, it helps to cater to tastes that more people have. Of course, you don't want to go 100% in the other direction and make your game derivitive and chiched, otherwise why should anyone play it? For best results it should appeal to at least a large proportion of potential fans, yet have enough unique elements to make it stand out.
Well, for better or worse, male protagonist games appeal to many more people than female protagonist games, even with a fun MC like Penny. I am sure the market for VNs is 90%+ male, and most of us like stories where we can see ourselves in the protagonist, at least tangentially, or at least put ourselves in his position. Female main characters are great in novels and movies, but where it is heavily romance centered form, like AVNs, most guys aren't interested in imagining themselves as female MC, though of course there are exceptions, which don't appeal to me personally, but are quite popular, GGGB, for example.
Similarly to how romance novels, which are almost all female MC (the straight ones), where the market is 90%+ female.
Unfortunately, Lockheart, if you want the most audience and appeal for your games, which are quite unique and have a lot to offer, I would stick with male protagonist games with a good, well involved story.
I'll mention more in your other thread (Petal), but I think that an overarching mystery or conflict in your story will help get support. There is a lot of competition, as you know, and games with something interesting to keep players coming back again and again do best. Think of WTHI, where there is an mystery who is double-crossing the MC, or think of Hillside where the identity of the stalker is unknown. If mysteries aren't your thing, than a exciting self-propelled story, where lots of things are happening toward some grand conclusion, think City of Broken Dreamers.
Just a few thoughts. I truly enjoy your graphical style in all your games, including Penny for your Thoughts, and your ability to make well fleshed out characters, with fun personalities. Your dialog is quite funny too, which I appreciate.