I like the subject line:
Instinct? Loyalty? Ignorance?
What about Karma?
Could they also be karmically linked? The penguin, has its needs for attention met, so it makes sense to return time after time. And, I guess it has long enough memory. But it must also think about his human friend while away, so they are in psychic touch, or connection, in a meaningful way to the both of them.
The bird has sense of gratitude, it is intelligent, it wants to show appreciation the best way it can, given the tight schedule of migratory lifestyle. Whence it evolves to the human level it will certainly have great social intelligence among humans. And, on the subtle side, it is possible that it continues its association with the human, if providence favors it.
This is an interesting one. It has been posted at least once in the past, on "Meditation Time".