Kleopatra seems to use the "keyserver" entry from gpg.conf to enable the automatic key lookup via mail address in the files or notebook encryption dialog. Thus if the keyserver is only defined in dirmngr.conf this auto key lookup does not work. It is a bit surprising given that the standard keyserver lookup works anyway.
Suggestion: Check the keyserver option from gpg.conf and from dirmngr.conf and enable the auto key lookup if either of them exists.