I believe family trees are flawed. This Penelope Bailey was living in 1880 as a widow of a (different) John Bailey.
"United States Census, 1880," database with images, FamilySearch (https://www.familysearch.org/ark:/61903/1:1:MCXF-8XQ : 14 January 2022), Penelopy Bailey, Nixonton, Pasquotank, North Carolina, United States; citing enumeration district , sheet , NARA microfilm publication T9 (Washington, D.C.: National Archives and Records Administration, n.d.), FHL microfilm .
I don’t see evidence of this Penelope’s maiden name, and I’ve disconnected as wife of Jonathan "John" Samuel Bailey who was living in 1898.