Grant,
You are correct, the libpq library is not built with the gsslib library. Several years back I noticed the gsslib option when doing a review of the options for libpq and attempted to include the library with some minimal effort but without success. Since we build the psycopg2 windows binaries with the compiler version that was used to build the respective Python version, we also use that compiler version to build the dependent libraries as well. At the time, linking in the MIT Kerberos library was more involved then download, compile, and link. Since it has been a few years, it might be worth revisiting it again.
-jason