What means "pen status OK" ?

You have the auto-wrangle set to 0 critters.  So he can't wrangle them there because the max limit is hit.  Pen refers to an animal enclosure.

Yep ! The max criter count is set to 0, and there's one in the room ... so the status of this room is not OK.

The real problem that prevent my rancher to wrangle the critter is that it's a baby. :-/

 

So, the message is somehow wrong.

And on an other hand, the choice of the term "pen" is not suitable for non english people that don't used with ranching terms.