Nina's romance slightly worried Penny because her last memory of Finn wasn't good. However, that was twelve years ago. Twelve years is a long time for someone to change; Nina changed. Penny had met so many people along the way, and they weren't the same as how she remembered them.
Penny, for instance, wasn't the same as she knew herself twelve years ago, nor was she the same as she was in her previous life.
Nina wouldn't fall for someone like Finn if he was still as narcissistic as he used to be… right?
"Ahh… I shouldn't think about that." Penny shook her head as she rummaged through her closet for a change of clothes. "Nina is a smart woman. Besides, I have my own problems with some… marital affairs."
Her brothers were probably worried about Nina's engagement because she was still their family. Their reaction to the thought of Penny dating was scary. Hence, it was understandable. Their worries were natural because Nina was the first to marry.