In your case, if Penn is by far the most affordable, I would see what can be done to make that work. Even given the restrictions and interests, he will probably come out of the experience with more doors open, and stronger support. On Penn’s behalf, it seems like they really want him and are doing what is in their power to have him attend. I would try to keep the communication lines open with Penn, and discuss the individual concerns to arrive at a workable plan that he sticks to.
You should take into consideration that the other institutions on his list are not in a position to offer as generous support as Penn, and therefore their ability to support him through the college process will not be as great. Of those choices left after Penn, I’d recommend UCSD for the best education. While the majors may suit him more directly in the beginning, I’m not under the impression UCSD would be able to provide as much individual attention, or financial support.