I've read this entire thread and found it fun. A lot of fun to read. Congrats to the witty folks here :-).
Crablord, the real point about the pen and improvised weapons is something called imagination combined with knowledge. You may know how to strike with a stick, blade or in various ways with your hand. You may know how to go for various pressure points and hold etc. Being able to turn that knowledge into an effective use of any available object as a means of self defense could save a persons life. Your own or someone elses.
The pen is simply an example. In the real world, many folks might prefer a knife, or a gun.
. In the real world you might be grappling with a guy who's got a craft knife, a switchblade or something else. If you can turn what you have on you and around you to your advantage, you can shorten the fight and improve your chances of getting your ass out of there. Ultimately isn't that the ultimate original goal of most martial arts? Get your ass out alive whatever? I mean original goal, today of course you have competitions etc.
I'm nothing like as trained as the vast majority of this board, but I can still work out how to use various random items as some sort of defence or distraction. It's just a way of thinking. Now if you add that to real training and expertise, this way of thinking could be deadly-to your attacker. That's all it is. Can you be flexible enough mentally to deal with any survivable aggressive encounter? Or must you only use your highly trained hands and feet alone every time or dojo approved weapons. Ask your instructor what he thinks of improvising weapons at need. If he knows his stuff, he will say much the same as people here.
XMA looks great, I wouldn't want a 540 in the face and I suspect most experts at XMA would say that it's not meant to be practical self defense. It's fun, looks cool and a great way to have fitness. It's goal isn't making you into a badass fighter. A badass fighter is mentally flexible and fast, able to adapt quickly to changing circumstances and widely experienced in their training-in my naive opinion.