gpg --edit-key <fpr> 
 -> lsign 

2.1.18
The signature will be marked as non-exportable.

Really sign? (y/N) y
gpg: signing failed: No secret key
gpg: signing failed: No secret key

2.1.20-r1:
The signature will be marked as non-exportable.

Really sign? (y/N) y
gpg: signing failed: No secret key
gpg: signing failed: No secret key