I noticed it now (in app-emulation/wine-1.0_rc1), but the problem could exist before. I've seen that RESTRICT=test in the ebuild, but that doesn't matter. The problem is that winetest (with its dependencies) is built, but not installed. Ebuild should be modified, to patch programs/Makefile.in to either not build winetest or to install it.
they arent meant to be installed. the build system also doesnt split the notion of 'only build test binaries when needed by `make check`'. so unless there's a way to accomplish what you want without patching the build system, you'll have to live with it. it isnt a terrible amount of overhead, so it isnt a big deal. the place to really ask is here: http://bugs.winehq.org/