Since you say that you can connect with psql, it sounds like there is
more than one copy of libpq.dylib on your machine and not all of them
support GSSAPI. You could use "otool -L" on psql to verify which
libpq it's linked to. Perhaps the same thing will work on pgadmin,
but I'm unsure which file to check for that. Anyway the bottom line
here is almost certainly that pgadmin isn't using your homebrew
build of libpq, but some other one.
I have tried to get pgadmin4 to use these binaries by putting
/usr/local/bin under Preferences > Paths > Binary Paths for "PostgreSQL
Binary Path" but that doesn't fix the issue, even after a pgadmin4 restart.
AFAIK that's only likely to help when pgadmin invokes pg_dump or
some other tool, not for its own connections to the server.
regards, tom lane