after installing gnupg (here 1.9.8, but I don't think it matters), gnupg.info is properly installed into /usr/share/info but it does not show up in the main info listing. I suspect install-info needs to be run.
It's there, It just has it's own section...for some reason :) $ grep gpg /usr/share/info/dir * gpg: (gpg). GnuPG encryption and signing tool. * gpgv: (gpgv). GnuPG signature verification tool.