Unfortunately, mutt does not flag them as being encrypted / signed by default. With the default settings, it does not even recognize them as pgp mails. I used to pipe those mails to gpg, but when replying, this gets ugly with saving into a temp file, editing this one etc.
The following message hook fixes this (partly):
If you don't want to use this hook, it is still possible by pressing ESC P to flag those mails as being pgp mails. After this manual signing, mutt will also call pgp to display them.
message-hook '!(~g|~G) ~b"^-----BEGIN\ PGP\ (SIGNED\ )?MESSAGE"' "exec check-traditional-pgp"
On the other side: engimal users should set their preferences to use pgp/mime, so that outgoing mails get the right headers. Mutt will then be able to signal them as pgp mails even if the above hook is not used.