Not 100% true that no pen works, try one of those cheap sponge tipped styli, I can navigate around my 950XL with ease, although it didn't work with drawing in OneNote.
For me this is getting a bit old now, but I guess I will have to shout from many roof tops.......Use of a Pen is not limited to hardware with a digitizer!!!!!!
Yes if you are doing fine detail work in drawing a digitizer based pen is key, however for the rest of us there is "Active Stylus".
The ones that are mainly marketed towards iPad/iOS as mine is Adonit Jot Script. It put my Acer W3 on par with Surface 3 ( not Pro ), and works OK on my Microsoft 640 XL......in Mobile 10 use of an active stylus would be made 100% better if Microsoft would add Calibration + Ink support.
Now seeing that the 950/950 XL have a better screen over the 640/640 XL an active stylus should work slightly better, however I have yet to test at my local Microsoft store.....I'm sure it will freak out the store service person when I whip a Pen out and make a note in Squid on my 640 XL, as most there don't know an Active stylus works on all Lumia phones.