When I first got the game I started with Villa (the team I support) and in my first season I had 8 or 9 penalties and only scored one of them. In one game, vs Bolton, I got 3 penalties in 3 minutes, i kid you not, and barry missed all 3.
Since I moved down to LLM I don't have that problem, so i don't know if it s a bug or just unlucky, but I definitely ahd a similar problem.
My biggest annoyance now (not a huge problem, just annoying) is that in a couple of seasons with Villa and 4 seasons in LLM I don't think any of my keepers have ever saved a penalty (except in shotouts)