Update.

I filed the outer nub off of one of my keys (so as to allow entry into the keyhole even if the barrel is in the open position), and was able to re-lock the lock. It seems as though you can't re-lock it with the pen unless you don't turn the barrel the whole 180 degrees, but you can infact get the U out of the locking mechanism and re-lock it using only a pen if you are careful.

I recall seeing a few posts recently (I don't recall if they were on bikeforums.net or not) - about people who "thought they locked their bike" only to find the bike gone and the lock mysteriously still on the pole. A friend of mine just told me a similar story, and I think I know why this is happening now.