This seems at first more a question of logic than English. If all your pens are blue, any subgroup of them is a group of blue pens. So both statements are true.
However, logic is not enough. Your question hints at an English usage that suggests that when we say "some of my pens are blue", there is an implication or possibility that "others of my pens are not blue". Because "blue" is a restricted class of all possible coloured pens, this is a reasonable supposition within the flow of the spoken or written English that we should consider "not-blue" pens.
However, your first statement tells us that there is no possible group of your pens that is not blue, so the English usage has in this case led us to identify a group of your pens that might exist had the first statement not told us that it cannot exist.
In the case of dogs and animals: your question might hint at usage suggesting that when we say "some dogs are animals", there is an implication or possibility that "other dogs are not animals". Because "animal" is a hyperclass (rather than a restricted class) of dogs, this is not a reasonable supposition.