For reference, here is a link to the gpgme homebrew formula:
https://github.com/Homebrew/homebrew-core/blob/master/Formula/g/gpgme.rb

Just to clarify, PIP wasn't used to install the .egg package. The package was built and installed via Homebrew. The error message occurs when using basic PIP commands such as pip list or pip freeze. PIP is picking up the gpgme egg from the shortcut included in the site-packages directory.