git-annex bundles gpg on OSX, but this bundled one is not integrated with gpg-agent. So, if gpg is installed system-wide, it's probably better to use that one (barring any versioning issues).
A solution might be to move the gpg binary to a different directory and put it at the end of PATH, not the front. So system one is used if available.
This should also be considered for the linux standalone builds.