Part of the reason that Wallace and Gromit is so successful is that every single character is just so expressive. The people’s lips move like half a foot every frame. Gromit has basically only his eyebrows, and he has more personality than two average real people. The Moon Machine was up there with the rest of them, and it didn’t even have a face.
The penguin, on the other hand, never expressed anything at all. It’s designed almost explicitly with purpose of not expressing anything. It’s practically featureless, with only the bare minimum of detail necessary to tell you it’s a penguin. It has a face, but it never uses it. It has no sclera, meaning it stares straight ahead at all times. It actively repels most attempts to ascribe any emotion to it – at best, you can feel that it is coldly satisfied, perhaps detachedly frustrated. I’d say it’s like a robot wearing the skin of an animal, but that’s literally the villain of A Close Shave, and he was pretty expressive.
It’s like Aardman found a tiny crack in the likability curve, far away from the uncanny valley but a hell of a lot deeper, and decided to build a penguin there.