The problem is that USE_XORG may be defined by other Uses modules, such as gl, but still empty.
For example
USES=gl USE_GL=glut
leads to USE_XORG set via (in Uses/gl.mk):
USE_XORG+= ${_GL_${_component}_USE_XORG}
to empty value, as _GL_glut_USE_XORG is not defined
This reproduces on graphics/devil when X11 option is off.