I think the risk of giving away a penalty was minimal; the ball was there to be won and the challenge would have been fair as long as he made contact with the ball, which he would have been able to had he not chickened out. Goalkeepers need to have the conviction to attack through-balls, even when such a defence might carry some risk of giving away a penalty, they need to protect their goal by taking calculated risks, and if they deem the risk to be too high then they need to otherwise protect their goal by standing their ground or closing down. David de Gea did none of the above; he turned his back in an instant of feeble indecision and presented the attacker with an open goal with which to score. He had options, but chose none of them. Had he attacked the ball and given away a penalty (an outcome I believe to have been unlikely) then I think I would proportion no blame his way, because at least in that instance he'd have shown the trait of conviction that I believe is essential for a goalkeeper; give me a goalkeeper who gives away the occasional penalty over one lacking conviction and prone to indecision any day; the former has only failed in an attempt to fulfil his duty, whereas the latter has done nothing at all.
This sounds particularly harsh on de Gea, but it isn't meant to be. I believe he'll learn from his mistakes and that he deserves to be United's #1; he's shown great strength of character in his short time with the club and has demonstrated a fine attitude and ability towards self improvement. I prefer to compare him to Ben Foster than to VDS or Schmeichel (those latter comparisons being wholly unfair) as he's a relatively inexperienced but promising goalkeeper whom SAF has taken somewhat of a punt on. Both Foster and de Gea made/have made mistakes during their time in goal at United, but whilst Foster appeared increasingly and noticeably shaken and unsure of himself as the games wore on, de Gea in contrast just seems to get on with things; he shows great confidence even if at times he falls victim to indecision. I think Foster would have made it at United had he possessed de Gea's level of confidence and bounce-backability, but it wasn't to be, hence I believe de Gea will be a fine goalkeeper for us for years to come. It's worth pointing out that Ben Foster was 27 when he was trying to stake his claim on the United GK jersey, de Gea is currently only 22.
Patience in this case will pay dividends.