emerge should list only one url per line for "emerge -pf <package>". This would allow the output to be used with wget -i. For example:
emerge -pf axel > filelist.txt
wget -i filelist.txt
With the current output, wget replaces the spaces between urls with %20, which obviously results in it not finding the files.
(This can be useful if you need to download the files from another machine or install (eg. outside a chroot)).