DKIM and OpenPGP are orthogonal. DKIM proves that a given email really came from the mail server which is specified in one of the
Received: headers of the mail. It does not give any guarantee as to the actual human sender; DKIM focuses on the path which the email took. DKIM could be a great tool against some classes of spam, in that mail servers could bo configured to reject all emails which pretend to come from a given domain but do not sport a valid signature proving that they did go through the domain outgoing server (this can thwart domain impersonating spams).
OpenPGP (for signed messages), on the other hand, does not care at all about what servers a given email went through. OpenPGP signatures are about validating the human sender. OpenPGP does nothing against spam. OpenPGP can also add encryption, for data confidentiality, something which DKIM does not offer at all.
Since OpenPGP and DKIM do not offer the same functionalities, and neither does what the other offers, then it can make sense to use both.