One of the sub-Makefiles in x2goserver is missing $(DESTDIR) in three places:
x2goserver-xession/Makefile
install_config: $(INSTALL_DIR) $(DESTDIR)$(ETCDIR) # provide target dirs for X11 related symlinks mkdir -p /etc/X11/Xresources mkdir -p /etc/X11/Xsession.d touch /etc/X11/Xsession.options $(INSTALL_FILE) etc/Xsession $(DESTDIR)$(ETCDIR)/ $(INSTALL_SYMLINK) /etc/X11/Xresources $(DESTDIR)$(ETCDIR)/ $(INSTALL_SYMLINK) /etc/X11/Xsession.d $(DESTDIR)$(ETCDIR)/ $(INSTALL_SYMLINK) /etc/X11/Xsession.options $(DESTDIR)$(ETCDIR)/
should be:
install_config: $(INSTALL_DIR) $(DESTDIR)$(ETCDIR) # provide target dirs for X11 related symlinks mkdir -p $(DESTDIR)/etc/X11/Xresources mkdir -p $(DESTDIR)/etc/X11/Xsession.d touch $(DESTDIR)/etc/X11/Xsession.options $(INSTALL_FILE) etc/Xsession $(DESTDIR)$(ETCDIR)/ $(INSTALL_SYMLINK) /etc/X11/Xresources $(DESTDIR)$(ETCDIR)/ $(INSTALL_SYMLINK) /etc/X11/Xsession.d $(DESTDIR)$(ETCDIR)/ $(INSTALL_SYMLINK) /etc/X11/Xsession.options $(DESTDIR)$(ETCDIR)/