Never been to Pennhurst specifically but I've done a fair few abandoned asylum-type locations round the UK and there's something about those places that just gets under your skin. Whether that's genuine paranormal activity or just your brain going into overdrive surrounded by all that history and decay, I genuinely don't know.
That said, I've had experiences in places like that which I can't fully write off. What exactly did you feel? Like a physical sensation or more of an atmosphere thing? Because those are pretty different in my experience and worth distinguishing if you're trying to figure out what actually happened.
Also curious whether you went as a group or solo. Solo visits change everything, your mind does completely different things when there's no one to reality-check you.