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The difference is that Signal will cheerfully let the user have an insecure conversation before the user has verified the safety number. PGP makes it very difficult to fail in that particular way.Most people do not use "insecure" in this way. I would venture to say that your usage of "insecure" here is actually incorrect.
Approximately nobody ever does this verification[1], so this distinction is critically important: Signal works out of the box, whereas PGP does not.
Fun fact: it was renamed from fingerprint to safety number after studies showed non-technical users (reasonably) associate the idea of fingerprints with criminal investigations.
[1]: sneak's law: users will not securely manage {=generate, back up, transmit, or, importantly, in this case, authenticate} key material