That does not seem to be related to hakaras hatov.
If you think that the actions of the penguin do not seem to display hakaras hatov, then gezunter heit, don’t learn hakaras hatov from it.
Or perhaps, tono v’shier. The gemara likely could have found other midos to be learned from baalei chaim.
If others do, and are inspired to hakaras hatov, why stop them?
Honestly, if someone had posted that we should learn tznius from a cat, etc., and you didn’t know the gemara, wouldn’t you have the same question?
If not, why, and is whatever chilluk you have so muchrach to shlug up someone who wants to learn hakaras hatov from a penguin?