So, it looks like there are a couple of things going wrong behind the scenes here. One of which is that the library used by gsutil that's reporting this error to you fails to correctly identify PEM files, which is why things still didn't work after running that command. We'll work on getting this fixed for the next release of gsutil.
In the short term, can you install PyOpenSSL? That should work with the PKCS12 file. You can do this with something like:
easy_install pyOpenSSL
or
pip install pyOpenSSL
(you'll probably need to use sudo for this).