Conditional SetEnv in .htaccess?

You can, with mod_rewrite:

RewriteEngine on

RewriteCond %{HTTP_HOST} ^stage\.domain\.com$
RewriteRule (.*) $1 [E=PYRO_ENV:stage]

RewriteCond %{HTTP_HOST} ^www\.domain\.com$
RewriteRule (.*) $1 [E=PYRO_ENV:production]

For conditional settings there is SetEnvIf:

SetEnvIf Host ^stage\.example\.com$ PYRO_ENV=stage
SetEnvIf Host ^(www\.)?example\.com$ PYRO_ENV=production