I think the label depends on how you approach pen making.
I consider myself a woodworker who is also a wood turner who makes pens. For me, pen making is part of my broader hobbies of woodworking and wood turning (even if not all my pens are wood). For others the creation of a pen is the main focus of their hobby, so I imagine they label themselves differently.
As far as the artist/craftsman debate, while I admit there is an element of art in everything I make and occasionally I make things that are meant solely as show pieces, usually my primary goal when making a project is with the fit and function of the piece. I have no real interest in making a beautiful pen if you cannot write comfortably with it. In my mind, this puts me more in the craftsman camp as opposed to artist. I take the same approach whether I am making a pen, a bowl, or a cabinet. YMMV and I have no problem if other pen makers prefer the artist label.