There doesn't seem to be an .Xauthority file created when X starts. This doesn't cause the command line ssh any problems it just prints

Warning: No xauth data; using fake authentication data for X11 forwarding.

However kdessh will not work

xauth: No xauth data; using fake authentication data for X11 forwarding.
xauth: creating new authority file /home/knoppix/.Xauthority
kdesu (kdelibs): WARNING: No X authentication info set for display :0.0
kdesu (kdelibs): WARNING: [../../kdesu/stub.cpp:166] unknown request: -->Warning<--o xauth data; using fake authentication data for X11
Killed by signal 15.

If I create an .Xauthority manually

xauth generate :0 . trusted

it then works.

Why is there no .Xauthority file by default?