I think this should be added to Apache's /etc/apache2/mods-available/mime.conf:
AddType application/pgp-signature .gpg
I tried this on my Debian Squeeze -based server and sure enough, .tar.gz.gpg files are now served with the application/pgp-signature content type. This needs to be tested though by creating an Ubuntu repository mirror and upgrading from it through a proxy.
On the other hand, maybe a wrong Content-Type doesn't matter and the removal of the Content-Encoding header already fixed the issue.