In comments of most /etc/ conffiles in those stage3 tarballs, they still refer the /etc/make.conf.example example files, but they are really moved to, /usr/share/portage/config/make.conf.example, those comments should be fixed to refer their new places, # grep -RsIn make.conf.example etc/ etc/make.conf:3:# Please consult /etc/make.conf.example for a more detailed example. etc/make.conf.catalyst:3:# Please consult /etc/make.conf.example for a more detailed example. This has been a little confusing to novices, like me.
AFAIK /etc/make.conf and /etc/make.conf.catalyst are generated by Catalyst.
This has already been fixed in catalyst git. It should be in the 2.0.6.904 release.