At the end of emerging gdkxft gdkxft_sysinstall is called. It tries to set LD_PRELOAD in either /etc/xinitrc.d or /etc/Xsession.d but as Gentoo isn't using this directories this fails, which results in no AA.
We decided a long time ago that we will not support this, as it is too fragile, and breaks too many things too often, and it is very difficult to configure properly. I thus refuse to support this, and have anyhow too many things on my plate. Whoever added this can do support.
ohkay, I was the fool who added this, I'll also do the removing of it.. it seemed to be a good idea when I got it assigned to me, dropping it now :)