kdbg can be installed without any debugger installed. but without it's nearly useless :)
Is this really a thing that needs fixing?
Does it work with other debuggers than gdb ?
It seems that it only supports gdb (i thought i would also support other debuggers). I would say it's missings dependecies in the ebuild. But maybe you are right, that people which uses a debugger frontend are able to interpret the error message "Couldn't start debugger" correct and install the gdb first. I'll leave it to you to add a dep or just close the bug :)
Added a runtime dependency for >=sys-devel/gdb-5.0, as kdbg is really useless without it.