The data on Parchment.com (which is the best publicly-available info I know of) suggests that, at a 95% confidence level, between 72% and 83% of students admitted to both Harvard and Penn choose Harvard. Assuming that’s true (and given that fin aid probably isn’t a major factor, since both schools give out plenty), I would guess that the ones who choose Penn are primarily people who are dead set on Wharton or some dual-degree program unique to Penn - which you’re not. In fact, the academic areas you’re interested in are stronger at Harvard by any ranking I’m aware of.
Anecdotal evidence (including this article, which a predictable group of CC members doesn’t like: https://newrepublic.com/article/120185/inside-americas-number-1-party-school-university-pennsylvania) would suggest that Penn has a rather more robust party scene than Harvard.
Your call - you’re very fortunate, is all I’ll say.