I'll give you, Penny is a bit of a cliche character. But her character is actually developed, the show is less than 45 minutes long, and it centers around two personalities, neither of which are hers. Heck, she's more developed than the antagonist, and he is far more of a prop than her. Of course she doesn't get her own story arc, there is only one story arch to begin with. I can totally understand being a little iffy about Joss Wheden's approach to fictional women, but you're being a little unreasonable demanding that she basically be more developed than every other character in order to not be a prop. As the title would suggest, this is Dr. Horrible's story, not Penny's, and it's not some horrible indication of sexism that she gets sucked into it.

Also, that part, when she realizes that Captain Hammer is a total asshole and gets up and walks out during his speech? That right there is her autonomy. She doesn't need to have a screaming fit to prove that she can still think for herself.