I cannot think of any other mathematician to get a Nobel. The closest I can think of is Eugene Wigner, who did foundational work on group representations in quantum mechanics.
Perhaps they were eager to give another black hole prize, or to have another female co-winner, I don't know.
Usually prizes are not given to astronomers either. Last year, Peebles shared a prize for some theoretical cosmology work. Maybe that was a signal that attitudes have shifted.
I do think that Penrose's contributions to physics are much greater than most of the Nobel prizes. Congratulations to him.
Most of the articles about this year's prize talk about Einstein a lot, even tho:
“Einstein did not himself believe that black holes really exist, these super-heavyweight monsters that capture everything that enters them,” the Nobel Committee said. “Nothing can escape, not even light.”Karl Schwarzschild discovered the black hole equations in 1916. It appears that it was not understood mathematically until decades later. That is, only later did they figure that there was an event horizon dividing the interior from the exterion, and that there was no metric singularity there.
After a few more decades, astronomical evidence of black holes was found, and now gravititational waves from collisions have been observed. A Nobel was given for that in 2017, so now 3 of the last 4 years have had Nobels going to cosmologists and astronomers.
Update: Here is the Nobel citation, which nicely explains the history of work related to this year's prize. A footnote makes reference to Einstein not getting the prize for general relativity. It is ambiguous whether Hawking would have gotten a share, had he still been alive. It does credit Penrose with first changing physicist thinking about black holes.