I recently saw the funny commercial below, in which a young couple discover that the plumber fixing their sink is also the guy who did their taxes. As you can imagine, it leaves them feeling a little queasy - like walking into the doctor's office and suddenly realizing the physician you're talking to is also the guy who changed your oil at the mechanic's shop.
What this commercial clearly shows is that we rarely expect people to have expertise in more than one area, and the public rarely embraces them when they try to go outside the boundaries that have been drawn for them (e.g., no one wants to see Garth Brooks singing rock). The same seems to hold true for writers. While there are a select few who can seemingly navigate all waters in the field of literature (Michael Crichton is one who comes to mind), we usually expect authors to stick to what they know. For most of us, that means writing in a single genre (or related genres, which might include variations on a theme - such as going from "romance" to "mystery and romance").
Bearing all this in mind, it's not surprising that many writers - even established authors - will sometimes use pen names. Of course, that's not the only reason. Many writers are afraid of the backlash from fans when they write in another genre. ("Why's she writing this sci-fi stuff instead of sticking to romance novels?") Or they may be concerned that if the book does poorly it will damage their brand. Or they may not want their real name attached because of the subject matter - like erotica! :>)
Personally, I think that the writer's work needs to be judged on its own merits, not in regards to whether the author has published in that genre before. Who knows? We might all have a little Michael Crichton in us.