Seems to me if you're using a market's, like nucleus, built-in PGP encryption you increase your risk exposure. If LE takes over the site, and you enter you address in the text box when placing the order and and click the box for encryption, you have no annonomity.
Also a bad idea because you arent saving the vendor public to create the PGP message so you dont have it for later.
TL;DR Dont be lazy, do PGP encryption yourself
I guess it's better than nothing for noobs but anyone with half a sack won't use it