Well, I couldn't get anyone to take on Scrappy as a pet last night but I stand by the idea. The lummox has proven stable enough to deal with humans when necessary (i.e. Barter is his secondary skill and how he manages to sell off his created weapons for more junk to build more weapons to sell for more junk to build more weapons.) Between a history of passable interaction with the Wasteland and his natural expertise at recon, I don't think would be too outlandish if Tenpenny had come across the oddity himself and thought it useful. No doubt the traders who have dealt with the comically dressed Nightkin would remember the incident and with Tenpenny A. moving caravans through the Wasteland anyway and B. having just spent a large bit of time and money finding old world tech to get the rail mechanism working he no doubt would have use for someone who can not only help recoup those losses financially but also search for more tech for the low low price of a tin can and a toaster. As long as the proper precautions are taken and there's enough stealthboys to go around, Tenpenny stands to make a very large profit here.

My answer as to why Tenpenny would allow a Nightkin in his expedition is simply because he's the one who put him there.