Ah - ok - found it. This is likely a Pex bug - I need to check the relevant PEP, but even if not technically a bug, Pex needs to accomodate:

$ zipinfo PyAthena-1.11.5-py2.py3-none-any.whl | grep METADATA
?rw-r--r--  2.0 unx    32199 b- defN 16-Jan-01 00:00 pyathena-1.11.5.dist-info/METADATA

So the issue is the canonical project name is PyAthena but the dist-info is under pyathen (all lower-case).