The screensaver includes the /etc/pam.d/common-auth for pam settings, and as a result it can not work with pam on gentoo, as gentoo uses the /etc/pam.d/system-auth, but the 'common-auth' one is hardcoded in the project's code.
Sean Davis referenced this bugreport in commit f890b1ecb4c91651d4812e9add75f652a897d9f4
Add PAM auth type detection and configuration flag (bug #14779)
The above commit should make it so xfce4-screensaver automatically detects the correct PAM auth and installs the correct file. If it fails (and distributors may want to do this to play it safe), you can configure it with the --with-pam-auth-type=<common/system> flag to set the correct option.