One of the issues linked to pen names is the author headshot. If you are using a penname, how do you deal with the demand for a photograph? If you're using a penname for privacy reasons this is almost impossible.
The increase in social media is making it more difficult. In the old days Charlotte Bronte signed her name Currer Bell and that was enough. Now you have to worry about photos, videos, interviews and more and that's all before you start to sell books. This has lead to some authors having to go to extremes. There is an anecdotal tale of a female thriller writer who hired a male actor to manage signings and stand in for photo shoots, or the male romance author who added his photo only after the first books had sold.
Now, I am honestly not sure why this is. If I am buying a book I am concerned about the writing. I can say quite honestly I have never bought a book because of the quality of the author's headshot. I may be biased on this one, after one bookstore took one look at my ugly mug and asked if I could give them presigned bookplates instead of attending a signing. Apparently my face doesn't fit, which to be honest I find rather funny.
I have a running joke that my author headshot is going to be a pair of legs sticking out from under a car/plane/other vehicle.