In my opinion, since we do not have enough information on this, it's best to avoid this topic. However, if I do have to have input, I'd say that Penny was once human, and there was some sort of aura transfer machine (like the one underneath Beacon) that allowed Penny to have that 'artificial' aura. That, or it's just some dust shenanigans that doesn't provide a true 'semblance and aura' you know what I'm saying?
Either way, it's best to assume in site's canon that there will be no robots with aura. Might have to check with that.