you're absolutely right. This is a good practice, and really only effective over time, usage, and history of the pgp key. Extra important for new accounts to sign certain messages to help piece together a consistent history.
I posted a signed message here, with some cross references:
nostr:nevent1qvzqqqqqqypzq9r5ra0rklhax40gja47lufh6rdpqyygq6z4ehmslug8u9laxlzlqythwumn8ghj7un9d3shjtnwdaehgu3wvfskuep0qythwumn8ghj7un9d3shjtnswf5k6ctv9ehx2ap0qqsdwetspcg0ev5e2x6wvmtgfaep3u26ypc5d08m2edd29y7ujels9c8tcc0e