While her domain is punishment, Pennfold has long been the black sheep of the Vault pantheon. There are countless stories and legends of Pennfold intentionally ostracizing herself and forging her own path. Her followers worship that quality of her personage as well as the idea that consequences are the most important part of life. Consistently at odds with Constable Gribbs during the creation of the world, the two argued over what justice meant and what was undeserving punishment. Pennfold's worshippers believe punishment and consequences is the only way progress can happen, and the only way people grow. Shielding people from punishment is preventing them from becoming their best selves.
During the Constellation War, Pennfold set aside her differences with her peers and fought viciously. She was one of the combatants at the final battle where no one made it out alive. During her time, Thrax offered her a position within his trio of gods, but Pennfold preferred working alone. Which is also how she fell.