default or selected kernelversion does not have config value CONFIG_CPU_IDLE_GOV_MENU.
Result is shown for kernelversion 6.9.9

Menu governor (for tickless system)

modulename: menu.ko

configname: CONFIG_CPU_IDLE_GOV_MENU

Linux Kernel Configuration
└─>Power management and ACPI options
└─>CPU Idle
└─>Menu governor (for tickless system)
In linux kernel since version 4.2 (release Date: 2015-08-30)  
source code:
drivers/cpuidle/governors/menu.c
depends
CONFIG_CPU_IDLE