And, in general, there is no particular reason to believe that there is any difference in >risk between picking it up and not picking it up.

I think there is a small difference. What if the person who dropped the penny had H1N1? If one or multiple people handled the penny recently picking it up might be as risky as shaking their hands. That's certainly not a big risk, but its a non-zero risk that you can avoid by not picking up the penny.