That's because she was too scared and desperate to notice it, she wanted to avoid the death ending (aka meeting Callisto) at all cost. But aside from "metal poisoning", Penelope kept using different excuses to avoid Callisto's invitations to the Palace and to social events: generally it was being "sick" (she would use the Eckhart doctor's certificate as an alibi) to being "busy".
Also, it might have been a slight but Penelope did stay unconscious for FOUR whole days??? I think the fact her body has been malnourished for years (she had no stamina either at the point) didn't help. The infected wound excuse would have been better given how Callisto's blade probably wasn't 100% clean (and still had some of the assassin's blood on it).

Clearly Callisto didn't believe her lie but he let it slide because he was so charmed by Penelope and he had fun seeing her make up lies thus why he only made a half-joking callout about that.

Her status (being the daughter of the only Duke of the whole Empire who had been neutral about the Emperor succcession drama) is also the reason why she never got punished for her excuse. She could get away with it because the Duke isn't fond of Callisto so there's that too.