> Could you run ‘objdump -x .../ghc-pkg | grep PATH’, to check what its
> actual RPATH/RUNPATH is?

  RUNPATH              /nix/store/jndql2lmx3mzqmwhqh44bhm95wj8r9cy-gmp-5.1.2/lib:/nix/store/bz3az8a2699c77bgy8nm5cy77rypgw96-ncurses-5.9/lib

$ objdump -x /nix/store/4g873aa2h6c8c2qfsiw0j1cbvhginx4d-ghc-bin-7.0.1/lib/ghc-7.0.1/ghc-pkg | egrep 'libgmp|libncurses'
  NEEDED               libncurses.so.5
  NEEDED               libgmp.so.3

Is there a way to solve this without a symlink [1]?

> Perhaps you could try to run it by hand to see what happens (copy the
> original binary by hand, and try it.)

Do you mean 'ghc-7.0.1/utils/ghc-pkg/dist-install/build/tmp/ghc-pkg'?

$ ./ghc-pkg
./ghc-pkg: error while loading shared libraries: libgmp.so.3: cannot open shared object file: No such file or directory

[1] http://askubuntu.com/a/288202