http://bugs.winehq.org/show_bug.cgi?id=30996
--- Comment #6 from Dan Kegel dank@kegel.com 2012-06-25 00:40:36 CDT --- That message is likely not really a problem. Wine is just chatty, and many warnings like that don't actually affect programs.
If you can't convince emerge to not strip symbols, then do a plain old source build without emerge. Wine has symbols by default.