Hi,
Note that penalties are not the only information that should appear "on tape". There are other messages too, like startup, shutdown, takeoff and land, do you have these?
If you don't, then as Bruno said it's a technical issue. There are no settings in FS + FL about seing these messages or not, but I think there are some (settings) in FSUIPC, especially if you have a registered version.
Andrei