There is more to it than what you see.

The NSA is known[1] to be able to take advantage of weaknesses found (or planted) in crypto algorithms, however, not in PGP[2] and other strong ones.

1. http://en.wikipedia.org/wiki/Cryptography#NSA_involvement

2. http://www.philzimmermann.com/EN/faq/faq.html (3rd question)