/usr/bin/xflock4 needs one of the following programs: xscreensaver-command, gnome-screensaver-command or xlock. They are provided by x11-misc/xscreensaver, gnome-extra/gnome-screensaver and x11-misc/xlockmore, possibly others. xfce-base/xfce-utils ebuild should check if any screensavers are present or install one (e.g. choose one from the USE flags).
thanks, added USE=lock for that