Ahh, yes you're right, in fact it is. Although after a bit of testing, Arch is both setting XDG_RUNTIME_DIR and respecting the XDG spec, and so is deleting that directory whenever any given user logs out. Given that, I'm not certain how any features of gnupg that expect /run/user/$UID to persist would work.

Rather surprised that it doesn't know about XDG_RUNTIME_DIR, as a stock install of gnupg on Arch will build its sockets in $XDG_RUNTIME_DIR/gnupg by default.