“Custom Pen” is created during operations such as copy/paste and explode (incl. Save as GDL as well), when the appearance of the original element was using a pen that does not exist in the pen table. This can happen if you are using either Graphic Overrides or Renovation Overrides, with a Rule that “overrides pen color only” – which means elements are displayed with lines whose thickness and color are defined by two different pens.
This happens to ensure that the appearance does not change during copy/paste, explode (or Save as GDL for that matter) – wysiwyg behavior.
You can avoid creating custom pens by turning off such Overrides before copy/paste, explode, or Save as GDL; or you can modify the pens afterwards. (specifically for Save as GDL, you have to do that in the GDL Editor).
Does this answer your problem? How was the object in question created?