They hate her for replacing Yvonne and want her to leave, but as it turns out, Penelope did try to leave and run away some times, but they brought her back home and actually built new bigger walls and found ways to make sure she can't escape.
You know, Penelope ran away because she wasn't liking the way she was being treated but they sure as hell didn't let her just leave, almost as if they want her there to torture her while saying she is so evil and what not, hard to not blame her for going mad...i am actually shocked that in the game story she tried to still be in the mansion and act like she was the real Yvonne, i guess Stockholm Syndrome kicked in or something.
But yeah, apparently she had one time to leave and she didn't because, well as a flashback shows, she was a very poor filthy commoner that apparently didn't get anything from her merchant mother and thus didn't want to go back to being a commoner to starve, maybe the father offered her some money, but considering what we see here, it was either being evicted with nothing or staying at a place with a bed and food, and even trash food is better than nothing...though seeing as how she tried to run away later, not even she agrees with that.