If a GK wants to try and take the winning penalty, they have to score. End of. Otherwise it's like missing a panenka. Leave it to the outfield players.
TBF I've seen worse shoot-out's in men's football without any reference to the participant's gender - for example, the 1986 European Cup Final.
England were fortunate in the extreme there, not because of the pens, but because Sweden were better over the 120 minutes, apart from a 20/25 minute bit in the 2nd half after the subs came on. Agyemang has a terrible first touch but the Swedes didn't relish going up against her.