We believe you are working with the image with a lot of model hair, animal hair, feather, fur, etc... Pen tool in Photoshop might not be the right tool for you now to completely and softly remove background or separate those “hair, fur” from the other part of main object. Softmasking, Layer tool or/and Alpha channel (Maskieren, Masque) is essential tool for you, which you can feel smoothly background removal.