Other brands are often incompatible with each other as well (and even the pens that come with Wacom's own graphics tablets usually aren't interchangeable with Wacom's "penabled" pens that typically come with tablet PCs). I don't know enough to give a good technical explanation, unfortunately.
I did just find a
review saying that the Wacom Intuos III pen (a non-penabled one) does work on the Hanvon Art Master III graphics tablet, so I am now a bit less confident that no Wacom pens would work with the M96. As far as I know, the only Wacom pens that others have tried on the M9x were penabled ones.
However, I don't know anything about the compatibility between the Art Master III pen and the M96.