It's not clear why the output of HELP shows a different synopsis for SETKEY than for SIGKEY, when HELP SETKEY shows the same synopsis for both,
0 dkg@alice:~$ gpg-connect-agent help /bye | grep S..KEY # SIGKEY <hexstring_with_keygrip> # SETKEY # SETKEYDESC plus_percent_escaped_string 0 dkg@alice:~$ gpg-connect-agent 'help SETKEY' /bye # SIGKEY <hexstring_with_keygrip> # SETKEY <hexstring_with_keygrip> # # Set the key used for a sign or decrypt operation. OK 0 dkg@alice:~$