It's about margin for error isn't it?
The ideal shot would be to the extreme top corners just under the crossbar. 100% unsave-able. But there are so many ways that could go wrong. You have to get the angle right, as well as the elevation, run up, strength etc. Couple that with the honest truth that not everyone on the team is Gerrard.
So if you have to prepare a team for a penalty shootout, the best approach is to enforce a rule that everyone is going for the low corners. Hit them hard enough, and there's a 80% chance of scoring even if the keeper goes the right way.
Make it a RULE, then train train train train. Then you won't have players going up there with wild thoughts running through their heads like "should I run up, then pause, and hit a weak shot to the corner anyway?" or "I'll hit it somewhere randomly down the centre left and hope for the best." Because you've already decided, and your players have trained a 1000 times hitting the same shot they're going to take.