syslog-ng python modules are byte compiled at runtime and thus outside of the control of the package manager and will remain as cruft after removing syslog-ng.
E.g. python modules in this directories will be byte compiled when fist running syslog-ng:
There are more python modules around but maybe they are not used.
The ebuild calls python_optimize  to byte compile modules. This however only works if the modules are installed to standard locations. If this is not the case the paths to the modules have to be specified.