/etc/rc.d/init.d/nfs checks for the existence of /etc/exports and if there isn't one, it doesn't start nfs. This is good because of the general principle that you should not run any unused internet services, because such things are solely of use to "the bad guys" (if they're not of use to you, by definition, because I'm talking about unused services). However, the "setup" package contains an empty /etc/exports file. This is too bad, because it means that a lot of people are providing nfs service for no reason. I suggest either not including /etc/exports in the setup package, or changing the test -f /etc/exports in /etc/rc.d/init.d/nfs (in the knfsd package) to a "-s" so that it doesn't start nfs for a zero-length /etc/exports.
Fixed in knfsd-1.4.7-2. Thanks for the suggestion.