Everyone woman is different. It all depends how her body is wired essentially. For example, I myself actually enjoy penetration more than outside stimulation, although both are good.
Although, it is more common than not to have a great deal more sensitivity in the clit than the inside of the vagina. It's nothing to worry about, if she prefers to orgasm from clit stimulation, then just keep on with that. However, perhaps if she'd be more willing to try penetration more often, she may find she'd enjoy that more as well. Also, make sure you use lots of lube. Sometimes if the vagina is too dry, penetration can be painful, and therefore not too pleasing.