This is not directly related to RVM. But if you look at your instructions page, it gives the following commands:

gpg --keyserver hkp://keys.gnupg.net --recv-keys 409B6B1796C275462A1703113804BB82D39DC0E3 7D2BAF1CF37B13E2069D6956105BD0E739499BDB

I have GPG (GNU Privacy Guard) installed on my Mac OSX Sierra via Homebrew. When I run this command, this it result:

$ gpg --keyserver hkp://keys.gnupg.net --recv-keys 409B6B1796C275462A1703113804BB82D39DC0E3 7D2BAF1CF37B13E2069D6956105BD0E739499BDB
gpg: directory '/Users/viggy/.gnupg' created
gpg: keybox '/Users/viggy/.gnupg/pubring.kbx' created
gpg: keyserver receive failed: No route to host

How to resolve?