There was no need to recompile valgrind. Only the install of libc6-dbg was
needed. After that, all was fine with both the debian valgrind and the one
from svn.
The Debian maintainers have to recompile Valgrind such that the aforementioned error message appears when Valgrind is started instead of Valgrind reporting large numbers of false positives. Please report this to the Debian maintainers.