Even when I have dmx USE flag disabled for my xorg-server I still have libdmx extension merged to my system. The problem lies in the x11-apps/xdpyinfo ebuild that explicitly specifies libdmx as a dependency. I think that this dependency should be removed from the ebuild. xdpyinfo is capable of automatic detection of installed extensions.
No, dependencies need to be deterministic. If you dislike this, ask upstream to make the dependency configurable via configure option. https://bugs.freedesktop.org/enter_bug.cgi?product=xorg