I'm glad you didn't get hit and kept pedaling rather than confront them. Please consider filing a police report, which you can do by calling 911 (just tell them its a non-emergency, they take all calls). Or you can do a tip form here: http://www.city.pittsburgh.pa.us/police/html/police_tip_form.html
This will help get more patrols in the area.
I usually take Reynolds or Hamilton instead of that stretch of Penn Ave, but mostly due to cars, not people. I have been harrassed by teenagers while in my car on Penn, closer to Bakery Square, but it is pretty unusual.