After all these years, no one as ever asked me to do that. Of course, I only perform it when doing a demo at the magic shop or for a paid performance. If there is heat on the pen, you're doing it wrong. Half of the time, when I do it, no one even inspects the pen. I slap the pen on the table, but they inspect the bill.
I agree. I do this trick all the time in a restaurant. I have almost never had anyone ask me to use another pen or to use their pen. Since I do not have to do a pen switch and I immediately set the pen down on the table for examination after handing back the bill, the focus of examining the bill and the impossibility of what just happened, seems to take over the spectators mind. You are correct that the focus should be on the bill at the end of the trick. However, I have found that when their are at least 2 people present for the trick, when you hand out the bill to one person, the other one will normally want to see the pen. That's one of the reasons this really well. Since I've already placed the pen on the table with the cap off, I now have two different spectators examining the two parts of the effect which proves to be impossible. It seems that the only time I'm asked to do it again, is if someone was absent at the time of the effect and walked up right after. Then its...."you gotta show them the pen through the bill" or something like that. Of course I don't. I just say something like, "Actually, watch this...this is crazy". It really doesn't matter what I do after a statement like that. Just make it good.