Without knowing the exact locations of the two weather stations and their proximity to water, it would seem to me that Penrith is a flat place with lots of development. The concrete/roads houses will all reflect a certain amount of heat. Richmond on the other hand is not as built up, with more bush/farmland around which might absorb the heat a bit better?
I guess the only way to tell is to have people at both locations with accurate thermometers comparing temps with each other and the BoM readings. I have a temperature reading on a multimeter that measures to 0.1 degree increments, so if someone else had one we could compare at the one location to see how close they are, then do the comparison.