You don’t need to know them outside of Reddit, just outside of the DM. I can easily imagine a situation where members of a subreddit might want to DM each other

You don’t need to know them outside of Reddit, just outside of the DM. I can easily imagine a situation where members of a subreddit might want to DM each other securely. For example users of a marketplace subreddit might want to DM each other to negotiate transactions. In that case I could imagine the OP providing a GPG public key in a post and asking anyone who sends a DM to send it GPG encrypted with that key. Also, convincing reddit users to use GPG is definitely easier than convincing email users, because it only needs to happen for specific subsets of them, and many already use it (eg in the old /r/DarkNetMarkets).