I've just upgraded to jessie, (samba/winbind 2:4.2.14+dfsg-0+deb8u2), and i can confirm the bug.
Directory (on TMPFS) /run/samba/winbindd_privileged have correct permission but is empty: root@rita:~# ls -la /run/samba/winbindd_privileged/ totale 0 drwxr-x--- 2 root winbindd_priv 40 gen 3 12:43 . drwxr-xr-x 6 root root 480 gen 5 15:15 .. while directory /var/lib/samba/winbindd_privileged have incorrect permission, and the pipe get created within: root@rita:~# ls -la /var/lib/samba/winbindd_privileged/ totale 8 drwxr-x--- 2 root root 4096 gen 5 15:15 . drwxr-xr-x 7 root root 4096 gen 11 15:18 .. srwxrwxrwx 1 root root 0 gen 5 15:15 pipe Fixing the permission solves the trouble, of course. Thanks.