I guess that the tap and die set at turners warehouse is multi-start thread type, which means the thread it makes will start at several points (usually three) simultaneously. Those taps and dies are much more expensive. They are also regularly made from HSS, unlike cheaper pieces which are made from carbon steel.
You can make pens successfully with single start point threads, but the twisting of the cap / barrel thread will take some time. If you intend to make pens for selling them, investing in multi start threading equipment is recommended. the section / barrel thread is less important and can be left single-starting, as it is not opened that many times.