Shouldn't this question end in 吗 (ma) for a yes/no answer?
"you mei you" structure: no need to put "ma" at the end.
请问你有笔吗 should also be correct, but is not accepted.
Is there no measure word for pen needed here?
There is actually a classifier for the word "pen", which is 支
As I understand the measure word is required when counting (e.g. five pens) or when speaking of a particular example (e.g. this pen) but not when speaking of something in general; I just need a pen, any pen will do.