Alan -- Adding chemicals to wood to make it machinable started with the Forest Products Lab in Madison Wisconsin a long time ago. There are a number of commercial processes that are used, most of which involve trade secrets, very high pressures, vacuums, and chemicals that are difficult to obtain in small quantities.
Woods that are difficult to machine/turn because of differences in density, softness, soft spots, or inconsistencies in texture are good candidates.
Pen turners -- for a variety of reasons like to mess with a wide range of materials and have tried many different "home brew" processes. Some are risky, some are difficult, some are problematic, and some are dependent on technique such as use of thin CA glue to reinforce the turning "on the fly".
There are a number of commercial outfits that will do custom work. You send wood and money and they send back your wood with the chemicals forced into the wood.
Why use blanks that have chemicals added -- it makes the outcome more consistent and predictable. It produces some materials for turning that are very attractive and hold up well.
In the last couple of years, Cactus Juice has been available in smaller quantities (as in less than drum lots) and is pretty effective at extending the range of materials that can be used for pens.
There is an additional hassle factor, and it may or may not be worth the cost.
There is no need to get into the process of adding chemicals to wood blanks. There are lots of vendors selling pen blanks which have been commercially processed.
If you have the time, you have some wood that is pretty neat, but is not turnable as it exists, and you are willing to invest some money and time in learning, you can expand your opportunities.
Key is wood that you really want to use, that is not turnable in its current condition.