I just recently ran across the answer for this here: BASH invocation on Sab. . .
In short, the xdm/kdm default login scheme used in Sabayon doesn't look at the .xinitrc or .xsession files in a user's directory. But if you edit and/or create a .xprofile file in the users home directory, and insert:
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...then you should have xscreensaver starting by default.