Secure FTP protocols protect data only while it is being transmitted. Once data files have been written to a secure FTP server, the data is no longer protected unless the files were encrypted before transmission. A typical scenario is to encrypt files using a tool like PGP and then transmit using either SFTP or FTPS.
When it comes to data transfer SFTP and PGP have different goals. SFTP to encrypt the transfer. PGP is to encrypt the payload. The payload is the part of transmitted data that is the actual intended message.
Sessions encrypted via FTPS and SFTP are great at protecting data when in transit; however, when that data lands on an FTP server, it may not be inside a firewall and it could be exposed. PGP is the most widely deployed encryption to protect data and plays a fundamental role in managed file transfer.