xhost is used in the Xsession script as well as by x2gostartagent. The missing dependency causes the Xsession script to terminate prematurely during session startup, and all environment variables set by the Xsession are lost. This includes anything created by sourcing /etc/profile, such as the locale.
This should also solve issue 479680.
Thanks for the report! This is in sync with other NX servers which behave better with xhost installed too Testing with a remote XFCE, the locale is indeed not correctly applied after removing xhost I added it to RDEPEND in ebuilds currently in tree,