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I assume the penalty is in some metagame ranking? An in-game penalty for failing to recognize that you have already lost seems pointless.

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I also play shogi online on 81dojo like the GP. Yes, I think the penalty is meta-game: people can say you have bad manners, which will affect your "social credit" on the server, or you will banned from playing for a while if you do it too much (not sure about that).

I'm guessing that when you say "checkmate" above that it's more like go than chess?

In chess you have literally no legal moves, but in go a good player just knows that it's hopeless to continue, and it's rude to keep going.

No, "checkmate" in shogi is the same as as in chess. What I meant to say is that if you are checkmated, you have to resign for the game to be over (on 81dojo). In theory, you could be a dick and not do anything until you run out of time for example, but that would be bad manner and you would be sanctioned for that.

If you have literally no legal moves why can’t the game just be programmed to stop?

You are right, the game could just be programmed to stop when one player is mated. The reason they didn't is, I think, to mimic the real life shogi play where the game ends when one player recognizes defeat.

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