The point is that distro binaries very, very, very seldomly get rebuilt by the distro's users for most other distros. So, if one RHEL4 box is vulnerable in package XYZ due to how package XYZ was configured for RHEL4, then pretty much all RHEL4 users that have that package installed will have that vulnerability on their system.
In contrast, if the same package is available on Gentoo, and it's only vulnerable if you configure XYZ to make use of some other package PDQ, then only Gentoo users who have configured XYZ to use PDQ will be vulnerable. The same goes if you build a bunch of packages from source on any other distro, but only for those packages.
That's the distinction that's being drawn.
The flipside is that there might be some unforseen interaction between packages that a particular Gentoo configuration might expose and that other configurations won't. Since any given configuration will get less scrutiny, there's a higher chance of a given Gentoo box being vulnerable *on the basis of scrutiny alone*. The reality is that that's mostly theoretical, and in general removing features tends to (but does not always) remove vulnerabilities.
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