I asked around about WM tickets at Penn Sta and nobody, me included, can remember for sure. But we all agreed that in the later years at least, it would not have been cost effective for the WM to have a ticket window in Penn Sta. There was a ticket agency at the nearby WM Hillen Street station. Hard to tell what the arrangement was in its hayday. More than likely any WM ticket sold at a PRR ticket window would be done for a commission to the PRR.(Just a guess)
For the most part, the passengers were commuters and had commutation tickets (weekly, monthly) that they could purchase at the other end of their trip. Passengers could also purchase a cash fare on board from the Conductor. Passengers coming from and going to the PRR could have a interline ticket for transportation on both the WM and PRR.
So I think you can rest assured that a WM ticket window in Penn Station was unlikely.
The sad part is that the ticket agent at Hillen Street just died recently and he would have known for sure.
Norman