They are originally from Antarctica and only end up in the zoo in the USA, however this only occurs in the Pinguins of Madagascar, which came out after the original Madagascar, so their origin story could have been thought up differently by the writers of the Madagascar movie than how it happened in the Pinguins of Madagascar movie
Weren’t the penguins from a zoo in the US though? It’s been a while since I saw the film.
They are originally from Antarctica and only end up in the zoo in the USA, however this only occurs in the Pinguins of Madagascar, which came out after the original Madagascar, so their origin story could have been thought up differently by the writers of the Madagascar movie than how it happened in the Pinguins of Madagascar movie
Idk, I was too old and not on the right kind of drugs to watch it when it came out.
If that is true, my explanation still holds up with the change that their parents moved to America from Madagascar.