The boat is, indeed, tiny. More importantly there's no threat nearby that Penny is actually capable of directly handling, just Rin, a boat, and a great deal of water. She lowers herself to sit a moment later, taking care to not literally rock the boat as she does.

Penny tries to not be a pessimistic person, but Rin's observation gets a grim nod from her.

"I do not recognize this area, but we should be cautious. If the Pthumerians transport you somewhere without warning, something dangerous usually follows."