I had a look to see which stats correlate most with penalties won in the PL, in light of Man Utd record number. The highest correlation (of selected stats) was Touches in the Pen Area. This moderate correlation also shows in Ligue 1, but for the rest of the big 5, it's weak/none.
Interestingly, this trend (PL/Ligue 1 moderate correlation, little for the rest) shows across the aforementioned selected stats:
I'd have thought that larger attacking stat values -> more penalties would hold across leagues. It's also interesting that PL/Ligue 1 group together vs rest of the big 5 leagues.
So...
i) Are penalties just more predictable in PL/Ligue 1? Refereeing differences maybe?
ii) Or... is this just a statistical quirk from a low sample, penalties being an inherently noisy stat?

Probably the latter, but interesting nonetheless.
Plots for a selection of the other stats:
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