According to Gentoo... Note: Some packages unfortunately handle stripping by themselves, inside the upstream provided makefiles. This is an error and should be reported. All packages should leave Portage the task of the stripping or simply restrict stripping entirely. The main exception to this are binary packages. They are usually stripped by upstream, outside of Portage control. Wine seems to be one of these packages. I tried it myself. However, they provide winedbg and it is included in the Gentoo package. Did you try running that?
