Your sendmail installation uses smrsh to check programs that are invoked from a mail alias. smrsh only allows the execution of programs of which it is told that they are save. To tell it that queue-pr is save, create a symbolic link in the directory /etc/smrsh to queue-pr, like this:
mkdir /etc/smrsh # if it does not yet exist
cd /etc/smrsh
ln -s /usr/local/libexec/gnats/queue-pr queue-pr
Replace /usr/local/libexec/gnats/queue-pr by the real path to queue-pr.