The Penguin Encounter is not a tunnel. In fact it is a fairly open space. In front of the exhibit is a moving walkway and behind this is a slightly raised area where you can stand and look at the exhibit at your leisure.
The only attraction that has tunnel is Shark Encounter and that is only the last bit of the attraction. I don't find the tunnel at the Shark Encounter claustrophobic either. You are on a moving walkway while going through the tunnel and you can see the exit from the beginning. However, if you think you would struggle with this when you see it, you could always backtrack and leave through the entrance.
dolphingirl47