For various reasons dirmngr requires and implements a full resolver and implements that. This way all DNS queries are passed through Tor. Thus this is a feature and not a bug. The error message could be better but we can only return what SOCKS tells us.

Assuming dirmngr is just connecting to localhost on one of the following ports: 9050, 9150 or 8118 (maybe) then an interim workaround could be achieved with ncat (or netcat, or nc ... but ncat is like those two on steroids and will happily pass a shell exec function to connect to the remote host with openssl too (which may be preferred depending on the size of the LAN).