If MtGox could make it so that you could add your PGP public key and then configure your account such that bitcoin withdrawals require PGP signature of a pre-generated message that contained the destination bitcoin address, MtGox would have undisputable conclusive proof in the event of a disagreement as to whether a withdrawal was authorized.
We considered this, but the lack of proper PGP lib (the only few libs around will try to create stuff in $HOME and doesn't allow us to store/provide the public keys easily) or appropriate technical documentation on the signature format (it mostly says "read the source") forced us to delay this.
Even just offering the option to assign one pre-determined bitcoin address would provide an equivalent level of security, even if you did no PGP automation whatsoever. The pre-determined bitcoin address could either be a) withdrawn to directly, or b) for those who know how to sign messages, it could be used to sign a message that permits withdrawal to some other address. All of this could be evaluated in any environment already accustomed to working with bitcoin keypairs.
Either way, the benefit to MtGox is instant vindication of any questionable withdrawal that goes through. Further, the moment anyone releases a hardware bitcoin wallet, you can bet that this will end up supported as a bonus feature.