Penelope joined the Cullens to help them defeat her biological brother, James, when he goes after one of their own. After successfully defeating him, Penelope was accepted into the family as one of their own, and for the first time in her entire life, she experienced what it meant to truly be a part of a family.
When Irina, a member of the Denali coven, mistook Bella and Edward's daughter for an immortal child, Penelope was ready to put her life in danger for the sake of her family.
Athenodora had been living the life of a prisoner, trapped by Caius and Aro's controlling ways. Only after their deaths were she and her sister, Sulpicia, set free, finally able to live the lives they had secretly yearned to for centuries.
The only place Athena thinks to go to is the Cullen residence, knowing that they were the very reason she was able to walk the Earth.