A Minor?
I just always thought the song would be in Amin, not Amaj. As others have pointed out, the pentatonic scale edits tones of the natural minor scale, so its not gonna sound sad, but bluesy. And since the A, C, D progression is played using power chords (A5, C5, D5) there is no third to make the use of those color tones necessary.
Try this, though, play a progression using power chords in the key of Gmaj (G5, C5, D5). You can try to make the progression sound "bluesy" by altering the rhythm, but it wont have the heavier, darker feel of La Grange. The reason being, with the power chords the third is edited out. Pretty much no matter how hard you try, the song will have a "Major" sound. Now try a chord progression using power chords where you chose a chord derived from the minor scale (ex:G5, Bb5, C5). Now, using the G Minor pentatonic and Blues scale will give the sound a heavier, darker and bluesier edge.
I hope this helps!