Sometimes, worsened pen is because they're trying to send you a message, but I believe that in most cases it just varies from one dealer to the next. Usually, it's pretty obvious when they want to send you a message. If I'm not sure, and I'm not noticing other forms of heat, I might suffer through one shoe (or preferably wong out) just to see what happens on the subsequent shoe. If the bad pen persists, I leave. If the pen gets reasonable again, I continue to play.
Another thing I've noticed is that a few casinos have it as a matter of policy to worsen penetration at their higher limit tables. I was once at a table with $5-100 limits with 5.0/6.0 pen. Another player requested $25-200, and I happily agreed since I also prefer the higher limit. However, as soon as they changed the limits, the same dealer cut the next shuffle 5.0/6.0, removed the cut card as if she forgot something, and then cut it 4.0/6.0. This dealer was one of their senior dealers who also sometimes works in the pit, further making be believe that it's house policy to worsen pen at higher limits.