Part of the problem is that the game has all the u-boat pens finished at the start of the game, and the first ones weren't ready until late 1941, and the one at Kiel wasn't finished until 1944. Starting in the pen at the beginning of any base is totally unhistorical. On the other hand there is nothing in the game that allows for their changing status over the years.
Aces Super Pens mod is fun in that the Kiel pen is just a framework. I don't know if it gets finished later, but it's pretty cool seeing it.
On the other hand SH5 has you start in the pen at Wilhelmshaven, which never had one at all.