Yeah. I can't even remember who it was or when it was, but I do remember having one that just wanted to be up in their playpen, sleeping or not. They just needed their space. The only fear is that it interrupts with afternoon naps, which of course is sacred to us!
I know at one point, I moved the playpen to the playroom, so he/she was still in their "safe place", but gradually transitioning into being with the group. I placed it where I could see them, but not right with us at first, then slowly they joined the group at some point.
Good luck. Poor little thing. It's so hard on these babies. They just want their mommy!