Cryptographers generally frown on re-using the same keying material in multiple protocols, since there can be nasty interactions. Even if two protocols are individually secure, it's possible that one protocol will reveal information about the key that lets you break the other protocol. (For instance, public-key based login protocols will often have the server issue a nonce, which the client will sign and send back, to prove that it has the private key. Consider what happens if your client is using your PGP key, and the server just so happens to choose a nonce which is also a valid email message...)
Sending an SSH key in a PGP-signed message avoids this problem, and still lets you use the web of trust.