Really an xemacs bug instead of gnu emacs, but bugzilla dopesn't show an
component for redhal linux.
The file tex-site.el (in ...xemacs-packages/lisp/auctex) is in the
which is documented to be only for those who want to do lisp coding. In
particular file is required for normal operation of auctex. Thus the file
be in the base xemacs package.
The workaround was obvious enough - I just installed xemacs-el.
OK, noted... Will fix.
Fixed in 21.1.12-5, coming to Rawhide at some point.