Ubuntu 16.04.2 LTS, all tarballs installed from source
Not sure why this is caused,
an old version of libgcrypt was only found, even as I installed the newer
version from tarball and libgcrypt-config --version shows the correctly one.
Maybe the installation script could be updated therefore.
echo "/usr/local/lib" > /etc/ld.so.conf.d/gpg2.conf && ldconfig -v
works for me.
idea from https://gist.github.com/mattrude/3883a3801613b048d45b