When emerging wesnoth, only the basic sdl-mixer is installed. Wesnoth's ./config complains about not having OGG support in sdl-mixer but this is easily fixed be reemerging sdl-mixer w/ USE="vorbis". Therefore, a dependency for wesnoth should be USE="vorbis" sdl-mixer (not just sdl-mixer).
fixed in CVS. thanks for the bug report.