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.
However: what's the difference of having ones password stolen and having ones pgp key stolen and passphrase key-logged?
The difference is the attacker wouldn't have the PGP private key.