That's fascinating. First I couldn't believe it, then, after a careful reading of the paper (which is really great) I concluded that it is true but very very strange, and finally, after more thought, I concluded that it is in fact very simple, almost trivial.
To explain why is it almost trivial let me give a really trivial example with very similar properties:
Instead of PA, consider a much simpler axiomatic system called T (for Trivial), with only one axiom:
The axiom: 1+1=2
This is really a very weak axiomatic system. From this axiom you cannot determine that 1+1+1=3, you cannot determine that 2-1=1, you cannot determine anything, except that 1+1=2. This system looks like a parrot which repeats only one sentence without understanding its meaning.
Is this system consistent? Of course it is, you cannot obtain any inconsistency from it. But can its consistency be proved within the system? Of course it can't. The system is so weak that it can't prove anything (except that 1+1=2).
Good! Now consider the extended axiom system T + Not(Con(T)), i.e. the trivial system plus an assertion that the trivial system is inconsistent. Is it consistent? Of course it is; by using only those two axioms, you cannot derive any inconsistency. But can its consistency be proved within the system? Of course not; the system is still too weak for such a proof.