The new version of x2goserver includes a fix for /etc/x2go/Xsession which caused it to not work out of the box when installed in gentoo linux. (http://bugs.x2go.org/cgi-bin/bugreport.cgi?bug=445) Reproducible: Always
I forgot to mention that you can just rename the ebuild to get the new version working.
Thanks for the report! 4.0.1.15 is now in tree
*** Bug 507056 has been marked as a duplicate of this bug. ***