Sure a penny is an enticing concept for efficiently rolling along, and I'd very much like to get one.

But think for a minute about what a brief stop involves on a penny. With a monowheel, you just put your feet down.

Also a monowheel can be, and essentially has to be geared if human cranked. A penny is huge in diameter because being direct drive the only gearing is the wheel radius divided by crank length. A monowheel is only big so that you can sit in it.

Though that need for multiplication gearing would complicate making a pedal-powered one. A gas engine matches quite nicely to a little roller, but to pedal power it, you need a gearing system which gets the tangential velocity of a little plastic drive roller up to whatever speed you are hoping to travel. The diameter of the monowheel itself has no role in the gearing, effectively you are riding around on the little drive roller at whatever speed your multiplied pedaling can turn that.