A lone penguin wandering off is never going to create a new, badass species. There would need to be an entire group of penguins breaking off to establish a new population and eventually a new species. And they don't necessarily become more badass, just different; whatever alleles the founders had will be more consistently expressed in the new population, and eventually they may diverge enough to be a new species. Regardless, this penguin is marching off to die alone.
> A lone penguin wandering off is never going to create a new, badass species.
Sure. But two might.
Or the behavior may sometimes benefit the colony a few coves over with some new genes every so often.
See also: Homosexuality in various animals, including humans. Individually, not great for your genes' survival. Collectively, seems to have enough of an advantage to the species to not be selected out.