Since they aren't putting the message in code blocks, it becomes a bit more difficult to verify the PGP signature.

You can use steem-python to grab the raw data from the blockchain and verify the signature from there.

arhag@ubuntu:~/projects/steem-experiments$ cat ./get_body.py
#!/usr/bin/env python3

import argparse

# First install steem-python (https://github.com/steemit/steem-python)
from steem import Steem

if __name__ == '__main__':
    parser = argparse.ArgumentParser()
    parser.add_argument("account", help="Account name of the author of the post/comment to retrieve")
    parser.add_argument("permlink", help="Permlink of the post/comment to retrieve")
    args = parser.parse_args()
    s = Steem()
    content = s.get_content(args.account, args.permlink)
    print(content['body'])

arhag@ubuntu:~/projects/steem-experiments$ ./get_body.py theshadowbrokers theshadowbrokers-monthly-dump-service-june-2017-update | gpg --verify
gpg: Signature made Thu 01 Jun 2017 05:18:44 AM EDT using RSA key ID CB5C0C1B
gpg: Good signature from "TheShadowBrokers (ZeroNet) <theshadowbrokers@zeroid.bit>"
gpg:                 aka "The Shadow Broker <theshadowbroker@mail.i2p>"
gpg: WARNING: This key is not certified with a trusted signature!
gpg:          There is no indication that the signature belongs to the owner.
Primary key fingerprint: 8369 E676 9C13 F624 3103  15E6 0412 4F2C CB5C 0C1B