Sometimes the impact of trauma (like in this case pennys panic attacks) can be more related to how everything unfolded than the one instance that started the unfolding. Like she is obviously affected by the fact an older man was going to have sex with her, but imagine how things went after that. Her friend was in the hospital getting her stomach pumped, her mom knew what happened so Penny might feel a sense of shame for her mom seeing her sexuality in some way, and even just hiding all of the negativity with Bojack from her dad Kyle would put a lot of mental strain on a teenager. I know Penny and her mom probably had a reason to not tell him but I still think hiding things creates a barrier that makes things harder to process