HAProxy requires syslogd/rsyslogd listening for incoming connections for his logging purposes.
Basic configuration looks like this:
log 127.0.0.1 local5 debug
SYSLOGD_OPTIONS="-m 0 -r"
It is critical that syslog is accessible by network (udp port 514, you can use 127.0.0.1 as ip address). To check if syslog is listening, use:
# netstat -lp | grep syslog
udp 0 0 0.0.0.0:514 0.0.0.0:* 24001/syslogd
You can bind syslog only to localhost or provide firewall to avoid exposing the daemon to the network.