To reproduce:
1. Open my attached project (Penetration.zip)
2. Enter Play mode
3. Observe the console

Expected: Physics.ComputePenetration detects collision
Actual: Physics.ComputePenetration does not detect collision

Reproduced in: 2017.2.2p4, 2017.4.2f2, 2018.1.0f2, 2018.2.0b3

Note: issue is is fixed by making the Mesh Collider Convex, however, documentation states:
"One of the colliders has to be BoxCollider, SphereCollider CapsuleCollider or a convex MeshCollider. The other one can be any type.", therefore having capsule collider
as one of the colliders should satisfy the conditions. Documentation page:
https://docs.unity3d.com/ScriptReference/Physics.ComputePenetration.html