The /etc/zsh/zprofile file installed with 4.3.4 defaults EDITOR to /bin/nano. However, on gentoo it's /usr/bin/nano.
It looks like /usr/bin/nano is a symlink to /bin/nano where the executable is installed. In fact, every ebuild for nano has "dosym /bin/nano /usr/bin/nano" as the last line in src_install().
Looks like that got fixed then. It was not previously the case.