Kgpg is probably a bit better at what it does only cause it deals only with gpg.
Kleopatra on the other hand is capable of doing (almost) all that kgpg does, but is also supposed to be dealing with certificates, despite the fact that it doesnt do it too well, even when it comes to cooperating with native applications, eg. Konqueror.
Is there really a need having two cryptograhic utilities in KDE ?